-37.2%
TSLL vs ORLY
-1.9%
-35.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +6.4% |
| 7D | +0.5% | -1.9% | +2.4% | -0.6% |
| 30D | +2.7% | +4.5% | -1.8% | +5.4% |
| 3M | +26.3% | -2.2% | +28.5% | +25.3% |
| 6M | -37.2% | -0.9% | -36.3% | -37.5% |
| All | -37.2% | -1.9% | -35.2% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling