+54,688.5%
ORLY vs TAP
+903.7%
+53,784.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | -2.3% | +1.6% | -0.3% |
| 30D | -5.9% | -2.1% | -3.8% | -5.6% |
| 3M | -0.6% | +6.6% | -7.2% | -1.8% |
| 6M | -6.8% | -11.5% | +4.7% | -5.0% |
| YTD | -3.6% | -10.3% | +6.6% | -2.1% |
| 1Y | -16.3% | -14.4% | -1.9% | -14.4% |
| 3Y | +39.1% | -28.3% | +67.4% | +45.6% |
| 5Y | +125.4% | +1.7% | +123.7% | +120.2% |
| 10Y | +366.5% | -49.2% | +415.8% | +392.0% |
| All | +54,688.5% | +903.7% | +53,784.8% | +43,319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling