+191.1%
TRI vs VYM
+209.2%
-18.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.4% |
| 30D | -4.5% | -2.2% | -2.3% | -3.1% |
| 3M | +22.1% | +3.1% | +19.0% | +20.1% |
| 6M | -2.8% | +9.7% | -12.5% | -8.2% |
| YTD | -23.4% | +14.9% | -38.3% | -29.8% |
| 1Y | -41.5% | +17.6% | -59.1% | -47.2% |
| 3Y | -19.2% | +65.3% | -84.5% | -41.4% |
| 5Y | -9.4% | +78.7% | -88.1% | -37.8% |
| All | +191.1% | +209.2% | -18.1% | +35.8% |
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 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