-18.1%
ORLY vs TYL
-38.5%
+20.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -1.0% | -8.6% | +7.6% | -0.2% |
| 30D | -6.7% | +7.5% | -14.2% | -7.4% |
| 3M | -3.8% | +10.9% | -14.7% | -5.3% |
| 6M | -9.0% | -6.7% | -2.3% | -9.7% |
| YTD | -5.6% | -24.5% | +18.9% | -0.5% |
| All | -18.1% | -38.5% | +20.4% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling