+361.0%
ORLY vs TFC
+98.7%
+262.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.4% | -2.4% | +0.1% | -1.8% |
| 30D | -6.8% | -3.4% | -3.4% | -6.0% |
| 3M | -4.8% | +0.4% | -5.2% | -5.0% |
| 6M | -9.1% | +12.7% | -21.8% | -11.8% |
| YTD | -5.9% | +5.6% | -11.5% | -7.6% |
| 1Y | -20.4% | +16.0% | -36.4% | -23.8% |
| 3Y | +36.6% | +94.0% | -57.4% | +11.9% |
| 5Y | +117.3% | +16.2% | +101.2% | +100.4% |
| All | +361.0% | +98.7% | +262.3% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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