+361.0%
ORLY vs TKO
+989.7%
-628.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | +2.3% | -4.7% | -2.7% |
| 30D | -6.8% | -2.5% | -4.3% | -6.5% |
| 3M | -4.8% | -10.6% | +5.8% | -3.3% |
| 6M | -9.1% | -5.1% | -4.0% | -8.7% |
| YTD | -5.9% | -8.2% | +2.3% | -5.3% |
| 1Y | -20.4% | -4.4% | -16.0% | -20.5% |
| 3Y | +36.6% | +100.4% | -63.8% | +18.8% |
| 5Y | +117.3% | +294.3% | -177.0% | +63.7% |
| All | +361.0% | +989.7% | -628.6% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling