+13,957.4%
TSM vs ORLY
+20,513.6%
-6,556.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.0% |
| 7D | +6.0% | -2.3% | +8.4% | +6.8% |
| 30D | +4.5% | -8.2% | +12.7% | +7.2% |
| 3M | +3.1% | -3.5% | +6.6% | +3.4% |
| 6M | +30.2% | -9.2% | +39.4% | +32.6% |
| YTD | +45.2% | -5.8% | +51.0% | +45.8% |
| 1Y | +79.6% | -19.3% | +98.8% | +88.3% |
| 3Y | +411.0% | +34.4% | +376.6% | +345.0% |
| 5Y | +290.7% | +117.8% | +172.9% | +185.1% |
| 10Y | +1,753.6% | +356.9% | +1,396.7% | +913.7% |
| All | +13,957.4% | +20,513.6% | -6,556.2% | +2,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling