+104.0%
TYL vs VYM
+202.0%
-98.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -8.6% | -1.0% | -7.6% | -7.9% |
| 30D | +7.5% | -2.0% | +9.6% | +9.2% |
| 3M | +10.9% | +3.1% | +7.9% | +8.5% |
| 6M | -6.7% | +8.9% | -15.6% | -12.6% |
| YTD | -24.5% | +14.7% | -39.2% | -32.0% |
| 1Y | -38.6% | +19.4% | -58.1% | -46.4% |
| 3Y | -12.6% | +65.4% | -78.0% | -40.5% |
| 5Y | -28.2% | +77.6% | -105.8% | -52.8% |
| 10Y | +104.0% | +207.8% | -103.8% | -11.5% |
| All | +104.0% | +202.0% | -98.0% | -11.5% |
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