+3,536.2%
ORLY vs TMF
-72.0%
+3,608.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | +2.6% | -9.3% | +11.8% | +1.8% |
| 30D | +6.3% | +1.9% | +4.4% | +6.5% |
| 3M | -0.4% | -11.2% | +10.8% | -1.3% |
| 6M | +2.8% | -17.7% | +20.5% | +1.4% |
| YTD | +1.1% | -24.5% | +25.5% | -0.9% |
| 1Y | -6.3% | -29.4% | +23.2% | -8.6% |
| 3Y | +38.9% | -33.4% | +72.3% | +36.5% |
| 5Y | +113.1% | -88.7% | +201.8% | +77.7% |
| 10Y | +426.2% | -82.5% | +508.7% | +383.2% |
| All | +3,536.2% | -72.0% | +3,608.2% | +3,883.5% |
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