-18.6%
ORLY vs TPR
+9.7%
-28.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -2.1% | -5.1% | +3.0% | -1.9% |
| 30D | -7.6% | -27.6% | +19.9% | -6.6% |
| 3M | -5.5% | -17.5% | +12.0% | -4.9% |
| 6M | -9.7% | -21.3% | +11.6% | -9.4% |
| YTD | -6.2% | -8.5% | +2.2% | -5.8% |
| 1Y | -18.6% | +11.5% | -30.1% | -19.2% |
| All | -18.6% | +9.7% | -28.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling