+419.8%
TXN vs VYM
+209.2%
+210.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.0% |
| 7D | +4.0% | -0.8% | +4.8% | +5.0% |
| 30D | -2.9% | -2.2% | -0.6% | -0.2% |
| 3M | -9.1% | +3.1% | -12.2% | -12.3% |
| 6M | +36.6% | +9.7% | +26.9% | +22.9% |
| YTD | +57.5% | +14.9% | +42.6% | +34.2% |
| 1Y | +49.5% | +17.6% | +32.0% | +24.1% |
| 3Y | +76.5% | +65.3% | +11.2% | +0.3% |
| 5Y | +62.4% | +78.7% | -16.3% | -14.9% |
| All | +419.8% | +209.2% | +210.6% | +51.6% |
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 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