+736.3%
TT vs VYM
+205.6%
+530.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +4.0% | +3.7% | +0.4% | +0.1% |
| 30D | -11.3% | +3.7% | -15.0% | -14.8% |
| 3M | -12.3% | -0.7% | -11.6% | -11.6% |
| 6M | -10.8% | +7.2% | -18.1% | -17.2% |
| YTD | +8.2% | +16.9% | -8.8% | -8.1% |
| 1Y | +1.5% | +19.6% | -18.1% | -15.9% |
| 3Y | +91.5% | +74.6% | +16.9% | +6.0% |
| 5Y | +130.2% | +72.3% | +57.9% | +30.3% |
| All | +736.3% | +205.6% | +530.7% | +140.9% |
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