+4,267.1%
SYY vs TYL
+12,593.6%
-8,326.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | +8.4% | +18.1% | -9.8% | +7.0% |
| 6M | -7.4% | -1.1% | -6.2% | -7.6% |
| YTD | +11.0% | -19.8% | +30.8% | +12.0% |
| 1Y | -0.2% | -34.3% | +34.1% | +2.0% |
| 3Y | +23.8% | -8.2% | +32.0% | +23.4% |
| 5Y | +18.1% | -25.4% | +43.6% | +18.7% |
| 10Y | +94.6% | +115.6% | -21.0% | +83.5% |
| All | +4,267.1% | +12,593.6% | -8,326.5% | +3,032.0% |
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