+49.5%
TXN vs VYM
+18.4%
+31.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +2.6% |
| 7D | +4.0% | -0.8% | +4.8% | +5.5% |
| 30D | -2.9% | -2.2% | -0.6% | +1.2% |
| 3M | -9.1% | +3.1% | -12.2% | -14.3% |
| 6M | +36.6% | +9.7% | +26.9% | +16.8% |
| YTD | +57.5% | +14.9% | +42.6% | +24.9% |
| 1Y | +49.5% | +17.6% | +32.0% | +14.4% |
| All | +49.5% | +18.4% | +31.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling