+317.5%
TMUS vs VYM
+209.2%
+108.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.4% |
| 7D | +0.4% | -0.8% | +1.2% | +1.1% |
| 30D | +3.5% | -2.2% | +5.8% | +5.3% |
| 3M | -1.3% | +3.1% | -4.4% | -3.4% |
| 6M | -13.6% | +9.7% | -23.3% | -19.4% |
| YTD | -8.8% | +14.9% | -23.6% | -17.9% |
| 1Y | -22.9% | +17.6% | -40.4% | -32.0% |
| 3Y | +36.7% | +65.3% | -28.6% | -8.3% |
| 5Y | +46.6% | +78.7% | -32.1% | -8.0% |
| All | +317.5% | +209.2% | +108.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling