+38.5%
TNA vs VYM
+21.8%
+16.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | -0.5% |
| 7D | +2.4% | +1.2% | +1.3% | -2.0% |
| 30D | -0.9% | +5.2% | -6.1% | -19.4% |
| 3M | -19.2% | +0.5% | -19.7% | -20.3% |
| 6M | -0.8% | +7.7% | -8.5% | -26.5% |
| YTD | +33.2% | +17.2% | +16.0% | -30.1% |
| 1Y | +38.5% | +21.7% | +16.9% | -39.8% |
| All | +38.5% | +21.8% | +16.7% | -39.8% |
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