-9.7%
ORLY vs TE
-36.2%
+26.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.1% | -0.9% |
| 7D | -2.1% | +0.9% | -3.0% | -2.1% |
| 30D | -7.6% | -16.3% | +8.6% | -8.0% |
| 3M | -5.5% | -40.8% | +35.3% | -6.4% |
| 6M | -9.7% | -42.6% | +32.9% | -9.8% |
| All | -9.7% | -36.2% | +26.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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