-9.0%
ORLY vs TD
+28.4%
-37.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -6.7% | -1.6% | -5.1% | -6.4% |
| 3M | -3.8% | +4.6% | -8.4% | -6.8% |
| 6M | -9.0% | +26.8% | -35.8% | -21.2% |
| All | -9.0% | +28.4% | -37.4% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling