+3,366.6%
ORLY vs TMF
-68.9%
+3,435.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.8% |
| 30D | -5.9% | -2.8% | -3.1% | -6.1% |
| 3M | -0.6% | -10.9% | +10.3% | -1.4% |
| 6M | -6.8% | -21.3% | +14.5% | -8.4% |
| YTD | -3.6% | -15.9% | +12.2% | -4.8% |
| 1Y | -16.3% | -15.7% | -0.6% | -17.3% |
| 3Y | +39.1% | -43.4% | +82.5% | +34.6% |
| 5Y | +125.4% | -87.8% | +213.2% | +89.1% |
| 10Y | +366.5% | -86.7% | +453.3% | +313.6% |
| All | +3,366.6% | -68.9% | +3,435.5% | +3,727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling