+376.4%
TTD vs ORLY
+359.7%
+16.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -0.6% | -2.4% | +1.7% | +0.4% |
| 30D | +6.3% | -6.8% | +13.1% | +9.4% |
| 3M | -24.1% | -4.8% | -19.4% | -22.8% |
| 6M | -47.4% | -9.1% | -38.4% | -45.7% |
| YTD | -62.2% | -5.9% | -56.3% | -61.7% |
| 1Y | -68.3% | -20.4% | -47.9% | -65.6% |
| 3Y | -83.4% | +36.6% | -120.0% | -86.3% |
| 5Y | -80.3% | +117.3% | -197.6% | -87.2% |
| All | +376.4% | +359.7% | +16.7% | +162.8% |
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