+76.5%
TNA vs VYM
+209.2%
-132.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -1.3% |
| 7D | -7.3% | -0.8% | -6.5% | -4.5% |
| 30D | -14.2% | -2.2% | -11.9% | -6.8% |
| 3M | -4.6% | +3.1% | -7.6% | -13.9% |
| 6M | +36.9% | +9.7% | +27.2% | +1.9% |
| YTD | +42.5% | +14.9% | +27.7% | -8.5% |
| 1Y | +45.8% | +17.6% | +28.2% | -11.4% |
| 3Y | +104.7% | +65.3% | +39.3% | -51.2% |
| 5Y | -21.7% | +78.7% | -100.4% | -81.0% |
| All | +76.5% | +209.2% | -132.6% | -87.2% |
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