-21.0%
TSLL vs ORLY
-18.8%
-2.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.3% | +10.1% | +7.3% |
| 7D | +5.8% | -2.3% | +8.1% | +5.2% |
| 30D | +21.7% | -8.2% | +29.9% | +19.3% |
| 3M | -28.2% | -3.5% | -24.7% | -28.3% |
| 6M | -29.5% | -9.2% | -20.2% | -30.5% |
| YTD | -47.5% | -5.8% | -41.7% | -46.4% |
| All | -21.0% | -18.8% | -2.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling