+361.0%
ORLY vs TRI
+196.2%
+164.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | -0.1% |
| 7D | -2.4% | -7.9% | +5.5% | -0.1% |
| 30D | -6.8% | -4.5% | -2.3% | -5.8% |
| 3M | -4.8% | +22.1% | -26.9% | -11.5% |
| 6M | -9.1% | -2.8% | -6.3% | -10.0% |
| YTD | -5.9% | -23.4% | +17.5% | +0.5% |
| 1Y | -20.4% | -41.5% | +21.1% | -6.0% |
| 3Y | +36.6% | -19.2% | +55.8% | +36.6% |
| 5Y | +117.3% | -9.4% | +126.7% | +102.6% |
| All | +361.0% | +196.2% | +164.8% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling