+43.8%
ORLY vs TLN
+574.4%
-530.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.4% | -1.3% | -1.0% | -2.4% |
| 30D | -6.8% | -14.3% | +7.6% | -7.3% |
| 3M | -4.8% | -9.3% | +4.5% | -5.1% |
| 6M | -9.1% | -1.1% | -8.0% | -9.1% |
| YTD | -5.9% | -16.6% | +10.7% | -6.4% |
| 1Y | -20.4% | -22.0% | +1.6% | -20.9% |
| 3Y | +36.6% | +470.2% | -433.6% | +24.4% |
| All | +43.8% | +574.4% | -530.6% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling