-52.0%
TSLL vs ORLY
+81.8%
-133.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +5.1% | -1.0% | +6.1% | +5.2% |
| 30D | +20.0% | -6.7% | +26.6% | +21.0% |
| 3M | -23.8% | -3.8% | -19.9% | -23.5% |
| 6M | -30.3% | -9.0% | -21.3% | -29.5% |
| YTD | -47.7% | -5.6% | -42.0% | -47.4% |
| 1Y | -21.2% | -19.5% | -1.7% | -17.9% |
| 3Y | -26.9% | +34.7% | -61.6% | -34.8% |
| All | -52.0% | +81.8% | -133.8% | -65.9% |
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