+148.3%
TT vs VYM
+76.7%
+71.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +1.4% | -1.0% | +2.4% | +2.6% |
| 30D | -6.7% | -2.0% | -4.6% | -4.4% |
| 3M | -5.4% | +3.1% | -8.5% | -8.6% |
| 6M | +4.4% | +8.9% | -4.5% | -5.0% |
| YTD | +14.9% | +14.7% | +0.2% | -1.1% |
| 1Y | +9.3% | +19.4% | -10.2% | -10.1% |
| 3Y | +121.7% | +65.4% | +56.3% | +25.6% |
| All | +148.3% | +76.7% | +71.6% | +29.6% |
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