+218.7%
TRU vs VYM
+230.5%
-11.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -1.8% |
| 30D | -2.0% | -2.2% | +0.2% | +0.7% |
| 3M | +18.4% | +3.1% | +15.4% | +14.3% |
| 6M | +8.9% | +9.7% | -0.9% | -2.5% |
| YTD | -8.9% | +14.9% | -23.8% | -22.9% |
| 1Y | -15.9% | +17.6% | -33.4% | -30.6% |
| 3Y | -1.1% | +65.3% | -66.4% | -43.2% |
| 5Y | -35.2% | +78.7% | -113.9% | -65.1% |
| 10Y | +145.3% | +208.2% | -62.9% | -24.4% |
| All | +218.7% | +230.5% | -11.8% | -9.3% |
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