+119.2%
ORLY vs TNA
-23.3%
+142.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.4% | -7.3% | +4.9% | -1.7% |
| 30D | -6.8% | -14.2% | +7.4% | -5.5% |
| 3M | -4.8% | -4.6% | -0.2% | -4.6% |
| 6M | -9.1% | +36.9% | -46.0% | -12.3% |
| YTD | -5.9% | +42.5% | -48.5% | -9.9% |
| 1Y | -20.4% | +45.8% | -66.2% | -24.3% |
| 3Y | +36.6% | +104.7% | -68.1% | +19.6% |
| All | +119.2% | -23.3% | +142.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling