+359.4%
ORLY vs TT
+954.8%
-595.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -2.1% | -1.0% | -1.2% | -1.8% |
| 30D | -7.6% | -8.9% | +1.3% | -4.8% |
| 3M | -5.5% | -1.8% | -3.6% | -5.5% |
| 6M | -9.7% | +1.9% | -11.6% | -11.3% |
| YTD | -6.2% | +13.8% | -20.1% | -11.8% |
| 1Y | -18.6% | +6.1% | -24.8% | -21.9% |
| 3Y | +33.8% | +119.6% | -85.7% | -7.6% |
| 5Y | +116.5% | +145.9% | -29.3% | +38.7% |
| All | +359.4% | +954.8% | -595.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling