+119.2%
ORLY vs TXG
-62.8%
+181.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | +0.2% |
| 7D | -2.4% | +9.5% | -11.8% | -2.7% |
| 30D | -6.8% | +18.8% | -25.5% | -7.4% |
| 3M | -4.8% | +136.1% | -140.9% | -8.4% |
| 6M | -9.1% | +235.2% | -244.3% | -14.1% |
| YTD | -5.9% | +320.5% | -326.4% | -12.0% |
| 1Y | -20.4% | +425.2% | -445.6% | -26.5% |
| 3Y | +36.6% | +42.9% | -6.3% | +33.7% |
| All | +119.2% | -62.8% | +181.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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