Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TSM vs ORLY✓SelectedUSD · ORLYTSM vs ORLY performance historyLatest closeAs of+2.35%09/08
Stock and ETF performance explorer

TSM vs ORLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,957.4%
ORLY return
+20,513.6%
Excess return
-6,556.2%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioORLYExcessAlpha
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