Comparative forms are used to compare two things, like "bigger" or "faster." Since "yesterday" is a specific point in time, it can't be compared to another time in the same way.
To express a comparison related to time, you would use different words or phrases:
* Earlier: "I arrived earlier than yesterday."
* More recent: "This news is more recent than yesterday's."
* The day before: "I went shopping the day before yesterday."