+293.7%
TMUS vs VYM
+463.4%
-169.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.9% | +3.7% | +1.2% | +1.5% |
| 30D | +7.7% | +3.7% | +4.0% | +4.1% |
| 3M | -6.8% | -0.7% | -6.1% | -6.2% |
| 6M | -9.7% | +7.2% | -16.9% | -15.4% |
| YTD | -15.0% | +16.9% | -31.9% | -26.9% |
| 1Y | -19.1% | +19.6% | -38.7% | -32.1% |
| 3Y | +21.4% | +74.6% | -53.2% | -30.0% |
| 5Y | +51.2% | +72.3% | -21.2% | -12.5% |
| 10Y | +240.2% | +206.5% | +33.7% | +6.2% |
| All | +293.7% | +463.4% | -169.7% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling