-11.3%
TYL vs VYM
+66.8%
-78.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | +11.3% | -1.3% | +12.6% | +12.3% |
| 3M | +14.5% | +4.1% | +10.4% | +11.6% |
| 6M | -7.1% | +9.8% | -16.9% | -13.1% |
| YTD | -23.4% | +15.3% | -38.7% | -30.8% |
| 1Y | -38.6% | +20.0% | -58.6% | -46.2% |
| 3Y | -11.3% | +66.2% | -77.6% | -45.4% |
| All | -11.3% | +66.8% | -78.1% | -45.4% |
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