+116.5%
ORLY vs TFC
+14.0%
+102.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -2.5% | +0.3% | -1.8% |
| 30D | -7.6% | -2.8% | -4.8% | -7.3% |
| 3M | -5.5% | +2.1% | -7.6% | -5.8% |
| 6M | -9.7% | +10.1% | -19.8% | -11.0% |
| YTD | -6.2% | +5.4% | -11.7% | -7.3% |
| 1Y | -18.6% | +16.3% | -35.0% | -20.8% |
| 3Y | +33.8% | +95.9% | -62.0% | +18.2% |
| 5Y | +116.5% | +16.0% | +100.5% | +117.7% |
| All | +116.5% | +14.0% | +102.6% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling