+218.7%
TPR vs VYM
+76.9%
+141.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.1% |
| 6M | -21.3% | +8.9% | -30.2% | -30.6% |
| YTD | -10.2% | +14.7% | -24.9% | -26.7% |
| 1Y | +9.5% | +19.4% | -9.9% | -15.7% |
| 3Y | +280.8% | +65.4% | +215.4% | +80.1% |
| 5Y | +218.7% | +77.6% | +141.1% | +36.9% |
| All | +218.7% | +76.9% | +141.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling