+2,440.3%
TYL vs VYM
+492.8%
+1,947.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +18.7% | -0.5% | +19.3% | +19.3% |
| 3M | +18.1% | +3.0% | +15.1% | +15.3% |
| 6M | -1.1% | +8.2% | -9.3% | -7.7% |
| YTD | -19.8% | +15.8% | -35.6% | -29.2% |
| 1Y | -34.3% | +20.8% | -55.2% | -44.0% |
| 3Y | -8.2% | +65.3% | -73.5% | -39.9% |
| 5Y | -25.4% | +76.6% | -102.0% | -53.2% |
| 10Y | +115.6% | +203.9% | -88.3% | -17.1% |
| All | +2,440.3% | +492.8% | +1,947.5% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling