+361.0%
ORLY vs TTMI
+1,127.6%
-766.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.1% |
| 7D | -2.4% | +0.7% | -3.0% | -2.4% |
| 30D | -6.8% | -8.4% | +1.7% | -6.3% |
| 3M | -4.8% | -32.5% | +27.7% | -2.4% |
| 6M | -9.1% | +32.5% | -41.6% | -13.2% |
| YTD | -5.9% | +83.2% | -89.2% | -13.6% |
| 1Y | -20.4% | +161.7% | -182.1% | -30.4% |
| 3Y | +36.6% | +890.1% | -853.5% | -3.2% |
| 5Y | +117.3% | +832.4% | -715.1% | +50.2% |
| All | +361.0% | +1,127.6% | -766.6% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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