+53,441.7%
ORLY vs TXT
+892.2%
+52,549.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -8.2% | -11.1% | +2.9% | -5.5% |
| 3M | -3.5% | -13.0% | +9.5% | -0.5% |
| 6M | -9.2% | -16.2% | +7.0% | -5.5% |
| YTD | -5.8% | -8.7% | +2.9% | -4.3% |
| 1Y | -19.3% | -3.8% | -15.5% | -19.2% |
| 3Y | +34.4% | +5.5% | +28.9% | +29.8% |
| 5Y | +117.8% | +12.3% | +105.6% | +103.2% |
| 10Y | +356.9% | +97.4% | +259.5% | +248.7% |
| All | +53,441.7% | +892.2% | +52,549.5% | +27,342.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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