+119.2%
ORLY vs TSEM
+617.3%
-498.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -2.3% |
| 30D | -6.8% | -18.7% | +12.0% | -6.7% |
| 3M | -4.8% | -18.1% | +13.4% | -4.7% |
| 6M | -9.1% | +77.1% | -86.2% | -11.1% |
| YTD | -5.9% | +80.1% | -86.0% | -8.1% |
| 1Y | -20.4% | +220.4% | -240.8% | -24.0% |
| 3Y | +36.6% | +650.1% | -613.5% | +21.8% |
| All | +119.2% | +617.3% | -498.1% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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