-33.8%
TRU vs VYM
+77.5%
-111.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.1% |
| 7D | -2.7% | -0.8% | -1.9% | -1.5% |
| 30D | -2.0% | -2.2% | +0.2% | +1.5% |
| 3M | +18.4% | +3.1% | +15.4% | +13.1% |
| 6M | +8.9% | +9.7% | -0.9% | -5.8% |
| YTD | -8.9% | +14.9% | -23.8% | -26.8% |
| 1Y | -15.9% | +17.6% | -33.4% | -34.7% |
| 3Y | -1.1% | +65.3% | -66.4% | -52.3% |
| All | -33.8% | +77.5% | -111.3% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling