+84.6%
SYY vs TYL
+183.3%
-98.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | -3.5% | +22.1% | -25.6% | -7.8% |
| 3M | -9.3% | +33.4% | -42.7% | -15.2% |
| 6M | +5.9% | +36.8% | -30.9% | -2.2% |
| YTD | +6.5% | -6.7% | +13.1% | +6.8% |
| 1Y | +4.0% | -9.2% | +13.2% | +5.1% |
| 3Y | +23.0% | +1.2% | +21.8% | +18.2% |
| 5Y | +14.3% | -23.0% | +37.4% | +16.1% |
| All | +84.6% | +183.3% | -98.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling