+5,954.9%
ORLY vs TCOM
+2,569.4%
+3,385.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.5% |
| 7D | -1.0% | -10.2% | +9.2% | 0.0% |
| 30D | -6.7% | -16.8% | +10.2% | -5.0% |
| 3M | -3.8% | -16.7% | +12.9% | -2.3% |
| 6M | -9.0% | -27.1% | +18.1% | -6.4% |
| YTD | -5.6% | -45.5% | +39.9% | -0.4% |
| 1Y | -19.5% | -45.9% | +26.4% | -15.0% |
| 3Y | +34.7% | +9.8% | +25.0% | +29.7% |
| 5Y | +118.0% | +23.8% | +94.3% | +99.6% |
| 10Y | +364.1% | -10.8% | +374.9% | +322.9% |
| All | +5,954.9% | +2,569.4% | +3,385.4% | +3,173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling