+160.2%
PEG vs TYL
+174.6%
-14.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +0.9% | +3.5% | -2.7% | +0.3% |
| 30D | +3.8% | +26.9% | -23.1% | 0.0% |
| 3M | +0.1% | +33.8% | -33.8% | -4.6% |
| 6M | -1.0% | +28.8% | -29.8% | -5.5% |
| YTD | -4.1% | -7.9% | +3.8% | -3.5% |
| 1Y | -6.9% | -9.8% | +2.9% | -6.0% |
| 3Y | +35.6% | +1.2% | +34.5% | +32.1% |
| 5Y | +42.8% | -22.8% | +65.6% | +43.3% |
| 10Y | +160.2% | +168.8% | -8.6% | +117.4% |
| All | +160.2% | +174.6% | -14.3% | +117.4% |
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