+8,051.6%
TSM vs VYM
+490.3%
+7,561.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +4.5% | -1.3% | +5.8% | +5.9% |
| 3M | +3.1% | +4.1% | -1.0% | -1.2% |
| 6M | +30.2% | +9.8% | +20.4% | +18.2% |
| YTD | +45.2% | +15.3% | +29.9% | +25.4% |
| 1Y | +79.6% | +20.0% | +59.5% | +48.9% |
| 3Y | +411.0% | +66.2% | +344.7% | +203.3% |
| 5Y | +290.7% | +77.5% | +213.2% | +117.2% |
| 10Y | +1,753.6% | +201.7% | +1,551.9% | +471.2% |
| All | +8,051.6% | +490.3% | +7,561.3% | +1,109.8% |
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 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