+18,853.4%
ORLY vs TTMI
+497.9%
+18,355.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.6% |
| 7D | -1.0% | +7.5% | -8.5% | -1.8% |
| 30D | -6.7% | -4.5% | -2.2% | -6.5% |
| 3M | -3.8% | -28.5% | +24.7% | -1.5% |
| 6M | -9.0% | +28.4% | -37.4% | -13.6% |
| YTD | -5.6% | +80.1% | -85.7% | -14.4% |
| 1Y | -19.5% | +161.0% | -180.5% | -30.8% |
| 3Y | +34.7% | +862.4% | -827.7% | -3.5% |
| 5Y | +118.0% | +812.9% | -694.9% | +53.8% |
| 10Y | +364.1% | +1,094.7% | -730.6% | +206.1% |
| All | +18,853.4% | +497.9% | +18,355.5% | +9,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling