+301.8%
PANW vs TSLL
-54.1%
+355.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.0% | +5.1% | -3.1% | +1.2% |
| 30D | -13.0% | +20.0% | -32.9% | -15.1% |
| 3M | +28.6% | -23.8% | +52.4% | +30.9% |
| 6M | +103.0% | -30.3% | +133.3% | +106.4% |
| YTD | +81.9% | -47.7% | +129.6% | +90.3% |
| 1Y | +69.6% | -21.2% | +90.8% | +66.8% |
| 3Y | +169.4% | -26.9% | +196.3% | +131.0% |
| All | +301.8% | -54.1% | +355.9% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling