+118.0%
ORLY vs TAP
-2.5%
+120.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.0% | -5.1% | +4.1% | +0.1% |
| 30D | -6.7% | -8.4% | +1.8% | -4.9% |
| 3M | -3.8% | -3.9% | +0.1% | -3.1% |
| 6M | -9.0% | -14.4% | +5.4% | -6.2% |
| YTD | -5.6% | -14.7% | +9.1% | -2.7% |
| 1Y | -19.5% | -18.7% | -0.8% | -16.3% |
| 3Y | +34.7% | -32.6% | +67.4% | +44.7% |
| All | +118.0% | -2.5% | +120.5% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling