+41,635.8%
ORLY vs TSEM
+8.4%
+41,627.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.3% |
| 30D | -6.7% | -14.2% | +7.6% | -5.9% |
| 3M | -3.8% | -5.0% | +1.2% | -4.3% |
| 6M | -9.0% | +87.6% | -96.6% | -14.0% |
| YTD | -5.6% | +84.4% | -90.1% | -10.9% |
| 1Y | -19.5% | +235.4% | -254.9% | -27.2% |
| 3Y | +34.7% | +668.0% | -633.2% | +13.8% |
| 5Y | +118.0% | +644.7% | -526.7% | +83.2% |
| 10Y | +364.1% | +1,326.7% | -962.6% | +267.9% |
| All | +41,635.8% | +8.4% | +41,627.3% | +29,923.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling