+2,859.2%
TYL vs VYM
+498.6%
+2,360.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +3.7% | -2.8% | -2.1% |
| 30D | +21.1% | +3.7% | +17.4% | +17.5% |
| 3M | +28.9% | -0.7% | +29.6% | +29.5% |
| 6M | +42.0% | +7.2% | +34.8% | +33.8% |
| YTD | -6.6% | +16.9% | -23.5% | -18.3% |
| 1Y | -9.1% | +19.6% | -28.7% | -21.9% |
| 3Y | +1.8% | +74.6% | -72.7% | -36.4% |
| 5Y | -22.9% | +72.3% | -95.3% | -50.8% |
| 10Y | +182.3% | +206.5% | -24.2% | +7.8% |
| All | +2,859.2% | +498.6% | +2,360.6% | +502.6% |
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