-6.3%
ORLY vs TMF
-30.5%
+24.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.6% | -9.3% | +11.8% | +3.9% |
| 30D | +6.3% | +1.9% | +4.4% | +6.1% |
| 3M | -0.4% | -11.2% | +10.8% | +0.5% |
| 6M | +2.8% | -17.7% | +20.5% | +3.9% |
| YTD | +1.1% | -24.5% | +25.5% | +2.7% |
| 1Y | -6.3% | -29.4% | +23.2% | -5.0% |
| All | -6.3% | -30.5% | +24.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling