+5,570.4%
ORLY vs TNA
+913.2%
+4,657.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -2.1% | -7.6% | +5.5% | -0.9% |
| 30D | -7.6% | -13.6% | +6.0% | -5.5% |
| 3M | -5.5% | +2.8% | -8.3% | -6.3% |
| 6M | -9.7% | +34.5% | -44.2% | -15.1% |
| YTD | -6.2% | +41.0% | -47.3% | -13.0% |
| 1Y | -18.6% | +52.0% | -70.7% | -26.2% |
| 3Y | +33.8% | +103.5% | -69.6% | +6.7% |
| 5Y | +116.5% | -22.5% | +139.1% | +88.8% |
| 10Y | +361.0% | +81.9% | +279.2% | +179.9% |
| All | +5,570.4% | +913.2% | +4,657.3% | +1,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling