+110.5%
ORLY vs TPR
+238.0%
-127.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -1.9% | +6.4% | -8.4% | -2.5% |
| 30D | +4.5% | +13.8% | -9.3% | +3.2% |
| 3M | -2.2% | -16.6% | +14.4% | -0.9% |
| 6M | -0.9% | +0.7% | -1.6% | -1.4% |
| YTD | -0.7% | +5.3% | -6.1% | -2.0% |
| 1Y | -8.7% | +32.4% | -41.1% | -12.0% |
| 3Y | +37.7% | +406.4% | -368.7% | +9.0% |
| 5Y | +110.5% | +227.9% | -117.4% | +78.7% |
| All | +110.5% | +238.0% | -127.5% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling