+1,779.8%
TSM vs ORLY
+363.8%
+1,416.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | +1.0% | -6.8% | +7.7% | +2.4% |
| 3M | +2.9% | -4.8% | +7.6% | +3.5% |
| 6M | +22.8% | -9.1% | +31.9% | +24.5% |
| YTD | +43.3% | -5.9% | +49.2% | +43.8% |
| 1Y | +69.2% | -20.4% | +89.6% | +76.6% |
| 3Y | +404.5% | +36.6% | +367.9% | +341.6% |
| 5Y | +282.2% | +117.3% | +164.9% | +181.9% |
| All | +1,779.8% | +363.8% | +1,416.0% | +1,045.3% |
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 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