+427.5%
ORLY vs TAP
-46.0%
+473.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | +6.3% | +5.7% | +0.6% | +4.8% |
| 3M | -0.4% | -1.9% | +1.5% | -0.2% |
| 6M | +2.8% | +0.9% | +1.8% | +2.1% |
| YTD | +1.1% | -9.5% | +10.6% | +2.8% |
| 1Y | -6.3% | -9.0% | +2.7% | -4.9% |
| 3Y | +38.9% | -22.2% | +61.1% | +44.8% |
| 5Y | +113.1% | +1.2% | +111.9% | +104.5% |
| All | +427.5% | -46.0% | +473.5% | +429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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