-20.4%
ORLY vs TSN
-1.7%
-18.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | -6.8% | -4.2% | -2.6% | -6.3% |
| 3M | -4.8% | -3.9% | -0.9% | -4.5% |
| 6M | -9.1% | -9.8% | +0.8% | -8.7% |
| YTD | -5.9% | -7.3% | +1.4% | -6.3% |
| 1Y | -20.4% | -2.2% | -18.2% | -22.5% |
| All | -20.4% | -1.7% | -18.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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