+350.0%
TPR vs VYM
+492.8%
-142.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | -0.5% | -22.4% | -22.4% |
| 3M | -12.5% | +3.0% | -15.5% | -16.1% |
| 6M | -21.4% | +8.2% | -29.6% | -29.5% |
| YTD | -3.5% | +15.8% | -19.3% | -21.4% |
| 1Y | +17.4% | +20.8% | -3.5% | -9.8% |
| 3Y | +291.3% | +65.3% | +226.0% | +94.8% |
| 5Y | +241.9% | +76.6% | +165.3% | +58.6% |
| 10Y | +322.7% | +203.9% | +118.8% | +3.2% |
| All | +350.0% | +492.8% | -142.8% | -51.3% |
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