+1,029.4%
TRV vs VYM
+484.2%
+545.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.1% |
| 7D | -1.5% | -1.9% | +0.4% | +0.4% |
| 30D | -1.8% | -2.6% | +0.8% | +0.9% |
| 3M | +21.6% | +3.6% | +18.0% | +17.1% |
| 6M | +22.5% | +8.7% | +13.8% | +12.0% |
| YTD | +28.1% | +14.1% | +14.0% | +11.2% |
| 1Y | +37.0% | +17.8% | +19.2% | +14.9% |
| 3Y | +141.9% | +64.5% | +77.4% | +41.9% |
| 5Y | +158.5% | +77.5% | +81.0% | +38.8% |
| 10Y | +297.5% | +206.1% | +91.4% | +20.9% |
| All | +1,029.4% | +484.2% | +545.3% | +88.0% |
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