-48.4%
TSLL vs ORLY
-7.1%
-41.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.8% |
| 7D | -11.0% | -0.7% | -10.4% | -11.1% |
| 30D | -5.3% | +3.4% | -8.7% | -4.6% |
| 3M | +20.8% | -3.1% | +23.9% | +20.7% |
| 6M | -36.0% | -3.8% | -32.2% | -34.9% |
| YTD | -47.3% | -2.0% | -45.3% | -45.5% |
| 1Y | -48.4% | -8.9% | -39.6% | -49.5% |
| All | -48.4% | -7.1% | -41.3% | -49.5% |
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