+1.7%
TYL vs VYM
+74.9%
-73.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +3.3% | -4.9% | -3.4% |
| 30D | +22.1% | +3.8% | +18.3% | +19.4% |
| 3M | +33.4% | -0.4% | +33.7% | +33.5% |
| 6M | +36.8% | +7.1% | +29.7% | +31.1% |
| YTD | -6.7% | +17.1% | -23.8% | -15.7% |
| 1Y | -9.2% | +18.4% | -27.6% | -18.7% |
| All | +1.7% | +74.9% | -73.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling