+187.5%
TYL vs VYM
+206.0%
-18.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +3.3% | -4.9% | -3.9% |
| 30D | +22.1% | +3.8% | +18.3% | +18.8% |
| 3M | +33.4% | -0.4% | +33.7% | +33.6% |
| 6M | +36.8% | +7.1% | +29.7% | +29.8% |
| YTD | -6.7% | +17.1% | -23.8% | -17.3% |
| 1Y | -9.2% | +18.4% | -27.6% | -20.2% |
| 3Y | +1.2% | +74.5% | -73.4% | -34.0% |
| 5Y | -23.0% | +72.5% | -95.5% | -48.6% |
| All | +187.5% | +206.0% | -18.5% | +22.6% |
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