+317.5%
TMUS vs ORLY
+363.8%
-46.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.8% |
| 7D | +0.4% | -2.4% | +2.8% | +1.2% |
| 30D | +3.5% | -6.8% | +10.3% | +5.7% |
| 3M | -1.3% | -4.8% | +3.4% | -0.2% |
| 6M | -13.6% | -9.1% | -4.5% | -11.7% |
| YTD | -8.8% | -5.9% | -2.8% | -7.9% |
| 1Y | -22.9% | -20.4% | -2.5% | -18.0% |
| 3Y | +36.7% | +36.6% | +0.1% | +22.0% |
| 5Y | +46.6% | +117.3% | -70.7% | +11.7% |
| All | +317.5% | +363.8% | -46.3% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling