+18,566.9%
ORLY vs TPR
+7,380.8%
+11,186.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | -5.9% | -23.0% | +17.0% | -0.2% |
| 3M | -0.6% | -12.5% | +11.9% | +2.0% |
| 6M | -6.8% | -21.4% | +14.7% | -2.3% |
| YTD | -3.6% | -3.5% | -0.1% | -4.7% |
| 1Y | -16.3% | +17.4% | -33.7% | -21.8% |
| 3Y | +39.1% | +291.3% | -252.1% | -9.7% |
| 5Y | +125.4% | +241.9% | -116.5% | +44.5% |
| 10Y | +366.5% | +322.7% | +43.9% | +143.1% |
| All | +18,566.9% | +7,380.8% | +11,186.1% | +2,979.5% |
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