-3.3%
TSLL vs ORLY
+38.6%
-41.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +10.9% |
| 7D | -14.3% | -1.0% | -13.3% | -14.3% |
| 30D | -6.2% | +3.9% | -10.0% | -6.1% |
| 3M | +21.2% | -4.0% | +25.2% | +21.5% |
| 6M | -36.6% | -3.4% | -33.2% | -36.1% |
| YTD | -47.8% | -1.6% | -46.2% | -47.5% |
| 1Y | -45.2% | -7.5% | -37.7% | -44.8% |
| 3Y | -3.3% | +37.7% | -40.9% | -2.6% |
| All | -3.3% | +38.6% | -41.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling