+387.8%
TPR vs VYM
+498.6%
-110.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | -0.3% | +3.7% | -4.0% | -5.3% |
| 30D | +15.1% | +3.7% | +11.4% | +8.8% |
| 3M | +3.5% | -0.7% | +4.2% | +4.1% |
| 6M | +0.4% | +7.2% | -6.8% | -9.6% |
| YTD | +4.6% | +16.9% | -12.3% | -16.3% |
| 1Y | +33.1% | +19.6% | +13.5% | +3.1% |
| 3Y | +396.0% | +74.6% | +321.4% | +127.6% |
| 5Y | +230.3% | +72.3% | +157.9% | +57.6% |
| 10Y | +368.4% | +206.5% | +161.9% | +12.5% |
| All | +387.8% | +498.6% | -110.8% | -48.1% |
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