+53.2%
PANW vs TSLL
-44.0%
+97.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +1.4% |
| 7D | -3.9% | +0.5% | -4.4% | -4.3% |
| 30D | -17.2% | +2.7% | -19.8% | -18.0% |
| 3M | -12.9% | +26.3% | -39.1% | -17.1% |
| 6M | +56.5% | -37.2% | +93.7% | +59.7% |
| YTD | +81.6% | -44.2% | +125.8% | +86.1% |
| 1Y | +53.2% | -44.0% | +97.2% | +54.8% |
| All | +53.2% | -44.0% | +97.2% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling