-22.9%
TMUS vs VYM
+18.4%
-41.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +3.5% | -2.2% | +5.8% | +3.9% |
| 3M | -1.3% | +3.1% | -4.4% | -1.4% |
| 6M | -13.6% | +9.7% | -23.3% | -13.1% |
| YTD | -8.8% | +14.9% | -23.6% | -8.5% |
| 1Y | -22.9% | +17.6% | -40.4% | -22.6% |
| All | -22.9% | +18.4% | -41.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling