+119.2%
ORLY vs TD
+125.7%
-6.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.4% | -0.5% | -1.8% | -2.3% |
| 30D | -6.8% | -1.9% | -4.9% | -6.5% |
| 3M | -4.8% | +4.8% | -9.5% | -5.8% |
| 6M | -9.1% | +28.0% | -37.1% | -13.6% |
| YTD | -5.9% | +30.3% | -36.2% | -11.0% |
| 1Y | -20.4% | +59.8% | -80.2% | -28.0% |
| 3Y | +36.6% | +124.7% | -88.1% | +13.6% |
| All | +119.2% | +125.7% | -6.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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