+361.0%
ORLY vs TDY
+479.2%
-118.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | -2.4% | -1.1% | -1.2% | -2.0% |
| 30D | -6.8% | -12.0% | +5.3% | -2.8% |
| 3M | -4.8% | -3.2% | -1.6% | -3.9% |
| 6M | -9.1% | -7.9% | -1.2% | -7.0% |
| YTD | -5.9% | +18.2% | -24.1% | -11.9% |
| 1Y | -20.4% | +6.7% | -27.1% | -23.0% |
| 3Y | +36.6% | +47.5% | -11.0% | +16.0% |
| 5Y | +117.3% | +39.5% | +77.8% | +85.8% |
| All | +361.0% | +479.2% | -118.2% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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