+302.0%
TRV vs VYM
+209.2%
+92.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.7% |
| 30D | +1.7% | -2.2% | +4.0% | +4.0% |
| 3M | +23.9% | +3.1% | +20.8% | +20.2% |
| 6M | +26.3% | +9.7% | +16.6% | +15.0% |
| YTD | +30.8% | +14.9% | +15.9% | +13.6% |
| 1Y | +36.3% | +17.6% | +18.8% | +15.5% |
| 3Y | +145.0% | +65.3% | +79.7% | +46.2% |
| 5Y | +163.9% | +78.7% | +85.2% | +43.9% |
| All | +302.0% | +209.2% | +92.9% | +34.8% |
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