+57,369.0%
ORLY vs TT
+10,486.0%
+46,883.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +2.6% | +4.0% | -1.5% | +1.3% |
| 30D | +6.3% | -11.3% | +17.7% | +9.8% |
| 3M | -0.4% | -12.3% | +11.9% | +3.0% |
| 6M | +2.8% | -10.8% | +13.6% | +5.2% |
| YTD | +1.1% | +8.2% | -7.1% | -2.9% |
| 1Y | -6.3% | +1.5% | -7.7% | -8.3% |
| 3Y | +38.9% | +91.5% | -52.6% | +9.5% |
| 5Y | +113.1% | +130.2% | -17.1% | +56.2% |
| 10Y | +426.2% | +727.9% | -301.7% | +159.2% |
| All | +57,369.0% | +10,486.0% | +46,883.0% | +14,110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling