-38.5%
TYL vs VYM
+18.5%
-57.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -11.5% | -1.9% | -9.7% | -11.1% |
| 30D | +3.9% | -2.6% | +6.5% | +4.7% |
| 3M | +10.8% | +3.6% | +7.2% | +10.2% |
| 6M | -5.3% | +8.7% | -14.0% | -7.6% |
| YTD | -26.1% | +14.1% | -40.2% | -28.9% |
| 1Y | -38.5% | +17.8% | -56.4% | -42.3% |
| All | -38.5% | +18.5% | -57.0% | -42.3% |
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