+118.0%
ORLY vs TMF
-88.0%
+206.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -6.7% | -1.0% | -5.7% | -6.6% |
| 3M | -3.8% | -11.3% | +7.5% | -3.6% |
| 6M | -9.0% | -22.7% | +13.7% | -8.5% |
| YTD | -5.6% | -17.3% | +11.7% | -5.2% |
| 1Y | -19.5% | -22.5% | +3.0% | -19.0% |
| 3Y | +34.7% | -43.2% | +78.0% | +35.0% |
| 5Y | +118.0% | -88.3% | +206.4% | +110.9% |
| All | +118.0% | -88.0% | +206.0% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling