-1.1%
TRU vs VYM
+65.1%
-66.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -1.4% |
| 30D | -2.0% | -2.2% | +0.2% | +1.9% |
| 3M | +18.4% | +3.1% | +15.4% | +12.5% |
| 6M | +8.9% | +9.7% | -0.9% | -7.4% |
| YTD | -8.9% | +14.9% | -23.8% | -28.9% |
| 1Y | -15.9% | +17.6% | -33.4% | -36.9% |
| 3Y | -1.1% | +65.3% | -66.4% | -56.4% |
| All | -1.1% | +65.1% | -66.1% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling