-16.3%
ORLY vs TSLQ
-50.5%
+34.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +0.4% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -5.9% | -22.1% | +16.2% | -5.6% |
| 3M | -0.6% | +10.1% | -10.6% | -0.9% |
| 6M | -6.8% | -6.8% | 0.0% | -7.3% |
| YTD | -3.6% | +8.5% | -12.2% | -4.7% |
| 1Y | -16.3% | -49.7% | +33.4% | -17.2% |
| All | -16.3% | -50.5% | +34.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling