+398.4%
TSM vs ORLY
+33.7%
+364.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | +2.6% | -2.1% | +4.8% | +2.2% |
| 30D | +1.4% | -7.6% | +9.0% | -0.1% |
| 3M | +5.0% | -5.5% | +10.4% | +4.3% |
| 6M | +24.0% | -9.7% | +33.7% | +22.4% |
| YTD | +41.6% | -6.2% | +47.8% | +41.0% |
| 1Y | +66.2% | -18.6% | +84.8% | +62.0% |
| All | +398.4% | +33.7% | +364.7% | +402.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling