+10.6%
TMO vs ORLY
+116.6%
-106.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | -2.4% | +1.7% | -0.1% |
| 30D | +1.1% | -6.8% | +7.9% | +2.8% |
| 3M | +28.3% | -4.8% | +33.1% | +29.4% |
| 6M | +23.3% | -9.1% | +32.3% | +25.7% |
| YTD | +5.5% | -5.9% | +11.4% | +6.6% |
| 1Y | +24.5% | -20.4% | +45.0% | +30.7% |
| 3Y | +19.6% | +36.6% | -17.0% | +9.0% |
| All | +10.6% | +116.6% | -106.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 5y: compounded portfolio wealth divided by compounded ORLY 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…
5y analysis · Full analysis span regression · 6 months rolling