+36.6%
ORLY vs TNA
+101.9%
-65.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.4% | -7.3% | +4.9% | -2.0% |
| 30D | -6.8% | -14.2% | +7.4% | -6.1% |
| 3M | -4.8% | -4.6% | -0.2% | -4.6% |
| 6M | -9.1% | +36.9% | -46.0% | -11.0% |
| YTD | -5.9% | +42.5% | -48.5% | -8.2% |
| 1Y | -20.4% | +45.8% | -66.2% | -22.7% |
| 3Y | +36.6% | +104.7% | -68.1% | +33.1% |
| All | +36.6% | +101.9% | -65.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling