+416.8%
ORLY vs TYL
+185.3%
+231.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | +4.5% | +25.2% | -20.7% | -0.9% |
| 3M | -2.2% | +31.8% | -34.0% | -8.6% |
| 6M | -0.9% | +36.3% | -37.2% | -8.6% |
| YTD | -0.7% | -6.3% | +5.5% | -0.6% |
| 1Y | -8.7% | -9.5% | +0.7% | -7.8% |
| 3Y | +37.7% | +1.6% | +36.1% | +33.2% |
| 5Y | +110.5% | -21.8% | +132.3% | +116.1% |
| 10Y | +416.8% | +183.3% | +233.5% | +247.8% |
| All | +416.8% | +185.3% | +231.5% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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