-16.3%
ORLY vs TSCO
-40.6%
+24.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -5.9% | +5.5% | -11.4% | -7.7% |
| 3M | -0.6% | +20.0% | -20.5% | -6.4% |
| 6M | -6.8% | -29.8% | +23.0% | +2.8% |
| YTD | -3.6% | -28.7% | +25.0% | +6.0% |
| 1Y | -16.3% | -40.9% | +24.6% | -2.4% |
| All | -16.3% | -40.6% | +24.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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