+361.0%
ORLY vs TCOM
-9.8%
+370.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | -6.8% | -14.4% | +7.6% | -5.9% |
| 3M | -4.8% | -17.7% | +12.9% | -3.7% |
| 6M | -9.1% | -25.1% | +16.0% | -7.5% |
| YTD | -5.9% | -45.7% | +39.8% | -2.5% |
| 1Y | -20.4% | -47.9% | +27.5% | -17.3% |
| 3Y | +36.6% | +8.9% | +27.6% | +32.8% |
| 5Y | +117.3% | +26.9% | +90.5% | +104.1% |
| All | +361.0% | -9.8% | +370.8% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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