+96.4%
SYY vs TYL
+106.7%
-10.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.7% |
| 7D | -2.8% | -7.6% | +4.8% | -1.1% |
| 30D | -5.3% | +11.3% | -16.6% | -7.7% |
| 3M | +5.1% | +14.5% | -9.4% | +1.3% |
| 6M | -5.0% | -7.1% | +2.2% | -4.3% |
| YTD | +10.7% | -23.4% | +34.1% | +16.3% |
| 1Y | +0.7% | -38.6% | +39.2% | +12.1% |
| 3Y | +24.0% | -11.3% | +35.4% | +22.1% |
| 5Y | +19.3% | -28.0% | +47.2% | +21.3% |
| 10Y | +96.4% | +104.9% | -8.4% | +49.2% |
| All | +96.4% | +106.7% | -10.2% | +49.2% |
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