+25.8%
SYY vs TYL
-6.4%
+32.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | -2.3% | -3.7% | +1.4% | -2.1% |
| 30D | -4.9% | +18.7% | -23.7% | -5.9% |
| 3M | +8.4% | +18.1% | -9.8% | +7.1% |
| 6M | -7.4% | -1.1% | -6.2% | -7.3% |
| YTD | +11.0% | -19.8% | +30.8% | +14.3% |
| 1Y | -0.2% | -34.3% | +34.1% | +6.1% |
| All | +25.8% | -6.4% | +32.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling