-9.0%
ORLY vs TTMI
+43.8%
-52.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.2% |
| 7D | -1.0% | +7.5% | -8.5% | -0.9% |
| 30D | -6.7% | -4.5% | -2.2% | -6.7% |
| 3M | -3.8% | -28.5% | +24.7% | -3.7% |
| 6M | -9.0% | +28.4% | -37.4% | -10.9% |
| All | -9.0% | +43.8% | -52.8% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling