+282.6%
TPR vs VYM
+64.8%
+217.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | -7.3% | -1.0% | -6.3% | -5.9% |
| 30D | -30.7% | -2.0% | -28.7% | -28.6% |
| 3M | -21.6% | +3.1% | -24.7% | -25.0% |
| 6M | -21.3% | +8.9% | -30.2% | -30.4% |
| YTD | -10.2% | +14.7% | -24.9% | -26.2% |
| 1Y | +9.5% | +19.4% | -9.9% | -14.9% |
| All | +282.6% | +64.8% | +217.8% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling