+119.2%
ORLY vs TTMI
+830.4%
-711.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.3% |
| 7D | -2.4% | +0.7% | -3.0% | -2.4% |
| 30D | -6.8% | -8.4% | +1.7% | -6.7% |
| 3M | -4.8% | -32.5% | +27.7% | -4.3% |
| 6M | -9.1% | +32.5% | -41.6% | -9.8% |
| YTD | -5.9% | +83.2% | -89.2% | -7.2% |
| 1Y | -20.4% | +161.7% | -182.1% | -22.1% |
| 3Y | +36.6% | +890.1% | -853.5% | +24.0% |
| All | +119.2% | +830.4% | -711.2% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling