-51.9%
TSLL vs ORLY
+81.4%
-133.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.3% | +10.1% | +8.1% |
| 7D | +5.8% | -2.3% | +8.1% | +6.0% |
| 30D | +21.7% | -8.2% | +29.9% | +22.9% |
| 3M | -28.2% | -3.5% | -24.7% | -28.0% |
| 6M | -29.5% | -9.2% | -20.2% | -28.6% |
| YTD | -47.5% | -5.8% | -41.7% | -47.3% |
| 1Y | -20.8% | -19.3% | -1.5% | -17.6% |
| 3Y | -26.7% | +34.4% | -61.2% | -34.6% |
| All | -51.9% | +81.4% | -133.3% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling