+55,623.5%
ORLY vs TYL
+8,333.2%
+47,290.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -0.7% | +4.3% | -5.0% | -1.1% |
| 30D | +3.4% | +28.0% | -24.5% | +0.6% |
| 3M | -3.1% | +32.3% | -35.4% | -6.2% |
| 6M | -3.8% | +29.9% | -33.7% | -7.0% |
| YTD | -2.0% | -7.1% | +5.1% | -2.1% |
| 1Y | -8.9% | -9.2% | +0.3% | -8.7% |
| 3Y | +36.0% | +0.7% | +35.3% | +34.1% |
| 5Y | +106.9% | -21.1% | +128.0% | +107.3% |
| 10Y | +410.7% | +180.8% | +229.9% | +345.7% |
| All | +55,623.5% | +8,333.2% | +47,290.3% | +34,460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling