Why is any() slower than yield for checking if any element exists matching condition

Question

I was answering this question, and used yield for the solution, and another answer used any. Prompted by OP, I timed the two, and found yield significantly outperforms any. I tested for more general case:

Find if any number exists that is greater than 460 in natural numbers upto 1000.

Here's the performance:

setup = """
z = list(range(1000))
def check(lst):
    for l in lst:
        if l>460:
            yield True
    yield False"""
timeit.timeit('next(check(z))',setup=setup)
# 9.688747814000635
timeit.timeit('any(_z>460 for _z in z)',setup='z = list(range(1000))')
# 21.593566988999555

My question is, any uses short-circuit evaluation, and breaks as soon as a match is found, and yield halts when it finds the first match, then why is this massive difference between yield and any?

NOTE: Python version: 3.7.3, OS: Windows 10 64-bit (found similar results on CentOS, python 3.6)