+361.0%
ORLY vs TMF
-86.4%
+447.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.4% | -5.1% | +2.7% | -2.6% |
| 30D | -6.8% | -4.6% | -2.2% | -6.9% |
| 3M | -4.8% | -16.6% | +11.8% | -5.5% |
| 6M | -9.1% | -19.9% | +10.8% | -9.9% |
| YTD | -5.9% | -20.2% | +14.2% | -6.8% |
| 1Y | -20.4% | -27.7% | +7.3% | -21.5% |
| 3Y | +36.6% | -43.9% | +80.5% | +33.6% |
| 5Y | +117.3% | -88.4% | +205.7% | +85.0% |
| All | +361.0% | -86.4% | +447.5% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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