+223.4%
ORLY vs TW
+206.7%
+16.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.4% | -4.5% | +2.1% | -1.3% |
| 30D | -6.8% | -2.3% | -4.5% | -6.3% |
| 3M | -4.8% | +2.6% | -7.3% | -5.6% |
| 6M | -9.1% | -17.5% | +8.5% | -5.4% |
| YTD | -5.9% | -5.3% | -0.6% | -5.8% |
| 1Y | -20.4% | -14.8% | -5.6% | -18.2% |
| 3Y | +36.6% | +18.8% | +17.7% | +25.5% |
| 5Y | +117.3% | +20.7% | +96.6% | +95.6% |
| All | +223.4% | +206.7% | +16.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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