+11,944.9%
ORLY vs TKO
+1,400.2%
+10,544.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 6M | -9.1% | -5.1% | -4.0% | -8.7% |
| YTD | -5.9% | -8.2% | +2.3% | -5.4% |
| 1Y | -20.4% | -4.4% | -16.0% | -20.4% |
| 3Y | +36.6% | +100.4% | -63.8% | +22.1% |
| 5Y | +117.3% | +294.3% | -177.0% | +75.4% |
| 10Y | +362.7% | +983.2% | -620.5% | +217.6% |
| All | +11,944.9% | +1,400.2% | +10,544.7% | +6,506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling