+4,123.0%
SYY vs TYL
+14,564.8%
-10,441.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.3% |
| 7D | -7.3% | +6.7% | -13.9% | -7.7% |
| 30D | +0.1% | +26.5% | -26.5% | -1.5% |
| 3M | -8.2% | +37.3% | -45.5% | -10.2% |
| 6M | +6.3% | +31.2% | -24.9% | +4.1% |
| YTD | +7.3% | -7.4% | +14.7% | +7.2% |
| 1Y | +8.5% | -9.6% | +18.0% | +8.5% |
| 3Y | +24.9% | +1.9% | +23.0% | +23.6% |
| 5Y | +8.0% | -21.1% | +29.2% | +8.1% |
| 10Y | +107.2% | +171.8% | -64.6% | +92.5% |
| All | +4,123.0% | +14,564.8% | -10,441.9% | +2,897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling