+59.6%
TXN vs VYM
+77.5%
-17.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +2.9% |
| 7D | +4.0% | -0.8% | +4.8% | +5.1% |
| 30D | -2.9% | -2.2% | -0.6% | +0.2% |
| 3M | -9.1% | +3.1% | -12.2% | -12.8% |
| 6M | +36.6% | +9.7% | +26.9% | +21.1% |
| YTD | +57.5% | +14.9% | +42.6% | +31.2% |
| 1Y | +49.5% | +17.6% | +32.0% | +20.9% |
| 3Y | +76.5% | +65.3% | +11.2% | -5.8% |
| All | +59.6% | +77.5% | -17.9% | -19.6% |
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