+53,441.7%
ORLY vs TFC
+1,450.7%
+51,991.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.7% |
| 7D | -2.3% | +2.2% | -4.6% | -3.0% |
| 30D | -8.2% | -2.5% | -5.7% | -7.5% |
| 3M | -3.5% | +4.5% | -8.1% | -4.9% |
| 6M | -9.2% | +11.0% | -20.2% | -12.2% |
| YTD | -5.8% | +5.9% | -11.7% | -8.0% |
| 1Y | -19.3% | +14.6% | -33.9% | -23.1% |
| 3Y | +34.4% | +96.7% | -62.3% | +5.9% |
| 5Y | +117.8% | +15.6% | +102.3% | +94.7% |
| 10Y | +356.9% | +98.6% | +258.3% | +220.0% |
| All | +53,441.7% | +1,450.7% | +51,991.0% | +20,724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling