+43.3%
ORLY vs TLN
+571.8%
-528.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.8% |
| 7D | -2.1% | +2.0% | -4.1% | -2.1% |
| 30D | -7.6% | -12.9% | +5.3% | -8.1% |
| 3M | -5.5% | -7.4% | +2.0% | -5.8% |
| 6M | -9.7% | -6.0% | -3.7% | -9.9% |
| YTD | -6.2% | -16.9% | +10.6% | -6.7% |
| 1Y | -18.6% | -22.6% | +4.0% | -19.1% |
| 3Y | +33.8% | +469.0% | -435.2% | +21.8% |
| All | +43.3% | +571.8% | -528.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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