+19,480.2%
ORLY vs TPR
+8,009.8%
+11,470.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +6.3% | +15.1% | -8.8% | +2.5% |
| 3M | -0.4% | +3.5% | -3.9% | -1.6% |
| 6M | +2.8% | +0.4% | +2.3% | +1.4% |
| YTD | +1.1% | +4.6% | -3.5% | -2.3% |
| 1Y | -6.3% | +33.1% | -39.4% | -14.9% |
| 3Y | +38.9% | +396.0% | -357.1% | -15.5% |
| 5Y | +113.1% | +230.3% | -117.2% | +38.5% |
| 10Y | +426.2% | +368.4% | +57.8% | +166.4% |
| All | +19,480.2% | +8,009.8% | +11,470.4% | +3,056.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling