-1.6%
ORLY vs TKO
+5.6%
-7.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +2.4% |
| 7D | +2.1% | +11.3% | -9.2% | +1.4% |
| 30D | +10.1% | +9.3% | +0.8% | +9.4% |
| 3M | +0.6% | +5.3% | -4.7% | +0.2% |
| 6M | -1.7% | +4.9% | -6.6% | -2.1% |
| YTD | +1.2% | -6.3% | +7.5% | +1.2% |
| 1Y | -1.6% | +4.9% | -6.5% | -2.3% |
| All | -1.6% | +5.6% | -7.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling