What do you capitalize in yours truly?

If it is the terminal to a letter/epistle/written communication , then it is written as 'Yours truly, '

Note the capital 'Y' and the comma, after 'truly'. The reason for the comma is because you have not quite completed the statement, e.g.

' Yours truly, Joe Smith. '

There is a full stop/period after 'Smith' to indicate termination of the statement.