+119.2%
ORLY vs TSCO
-11.8%
+131.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -2.4% | -5.7% | +3.3% | -0.5% |
| 30D | -6.8% | -8.8% | +2.0% | -4.0% |
| 3M | -4.8% | +6.3% | -11.1% | -6.8% |
| 6M | -9.1% | -32.3% | +23.2% | +2.3% |
| YTD | -5.9% | -32.7% | +26.8% | +5.9% |
| 1Y | -20.4% | -43.7% | +23.3% | -5.1% |
| 3Y | +36.6% | -19.7% | +56.2% | +41.4% |
| All | +119.2% | -11.8% | +131.0% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling