-49.1%
TSLL vs ORLY
+94.7%
-143.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | +17.8% | +2.6% | +15.3% | +17.6% |
| 30D | +8.2% | +6.3% | +1.9% | +7.6% |
| 3M | +20.9% | -0.4% | +21.3% | +21.0% |
| 6M | -37.5% | +2.8% | -40.3% | -37.8% |
| YTD | -44.5% | +1.1% | -45.6% | -44.6% |
| 1Y | -33.0% | -6.3% | -26.7% | -32.2% |
| 3Y | -6.4% | +38.9% | -45.2% | -16.2% |
| All | -49.1% | +94.7% | -143.9% | -64.1% |
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 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