+34.4%
ORLY vs TYL
-10.9%
+45.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | -2.3% | -7.6% | +5.3% | -1.3% |
| 30D | -8.2% | +11.3% | -19.5% | -9.7% |
| 3M | -3.5% | +14.5% | -18.0% | -5.8% |
| 6M | -9.2% | -7.1% | -2.1% | -8.9% |
| YTD | -5.8% | -23.4% | +17.5% | -1.6% |
| 1Y | -19.3% | -38.6% | +19.3% | -11.8% |
| 3Y | +34.4% | -11.3% | +45.7% | +42.4% |
| All | +34.4% | -10.9% | +45.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling