+309.2%
TRI vs VYM
+488.1%
-178.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -7.9% | -0.8% | -7.1% | -7.3% |
| 30D | -4.5% | -2.2% | -2.3% | -2.7% |
| 3M | +22.1% | +3.1% | +19.0% | +19.4% |
| 6M | -2.8% | +9.7% | -12.5% | -9.8% |
| YTD | -23.4% | +14.9% | -38.3% | -31.6% |
| 1Y | -41.5% | +17.6% | -59.1% | -48.8% |
| 3Y | -19.2% | +65.3% | -84.5% | -46.7% |
| 5Y | -9.4% | +78.7% | -88.1% | -44.5% |
| 10Y | +195.6% | +208.2% | -12.6% | +8.6% |
| All | +309.2% | +488.1% | -178.9% | -16.4% |
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