+277.6%
TSM vs VYM
+75.8%
+201.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | +2.6% | -1.9% | +4.5% | +5.0% |
| 30D | +1.4% | -2.6% | +4.0% | +4.7% |
| 3M | +5.0% | +3.6% | +1.4% | +0.5% |
| 6M | +24.0% | +8.7% | +15.3% | +12.3% |
| YTD | +41.6% | +14.1% | +27.5% | +21.4% |
| 1Y | +66.2% | +17.8% | +48.3% | +37.5% |
| 3Y | +398.2% | +64.5% | +333.7% | +184.6% |
| 5Y | +277.6% | +77.5% | +200.1% | +104.7% |
| All | +277.6% | +75.8% | +201.8% | +104.7% |
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