+118.0%
ORLY vs TT
+143.3%
-25.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -6.7% | -6.7% | 0.0% | -5.4% |
| 3M | -3.8% | -5.4% | +1.6% | -3.1% |
| 6M | -9.0% | +4.4% | -13.4% | -10.5% |
| YTD | -5.6% | +14.9% | -20.6% | -9.5% |
| 1Y | -19.5% | +9.3% | -28.7% | -22.1% |
| 3Y | +34.7% | +121.7% | -87.0% | +0.9% |
| 5Y | +118.0% | +148.2% | -30.1% | +50.4% |
| All | +118.0% | +143.3% | -25.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling