+1,779.8%
TSM vs VYM
+209.2%
+1,570.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.8% |
| 30D | +1.0% | -2.2% | +3.2% | +3.2% |
| 3M | +2.9% | +3.1% | -0.2% | -0.3% |
| 6M | +22.8% | +9.7% | +13.1% | +12.2% |
| YTD | +43.3% | +14.9% | +28.4% | +25.4% |
| 1Y | +69.2% | +17.6% | +51.6% | +45.0% |
| 3Y | +404.5% | +65.3% | +339.2% | +214.8% |
| 5Y | +282.2% | +78.7% | +203.5% | +123.6% |
| All | +1,779.8% | +209.2% | +1,570.6% | +567.4% |
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 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