-1.1%
TYL vs VYM
+8.3%
-9.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +18.7% | -0.5% | +19.3% | +18.7% |
| 3M | +18.1% | +3.0% | +15.1% | +19.4% |
| 6M | -1.1% | +8.2% | -9.3% | +2.1% |
| All | -1.1% | +8.3% | -9.4% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling