+172.8%
PANW vs TSLL
-9.8%
+182.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.9% | -5.5% | +4.2% |
| 7D | -5.9% | -14.3% | +8.4% | -4.5% |
| 30D | -21.0% | -6.2% | -14.8% | -20.6% |
| 3M | -9.1% | +21.2% | -30.3% | -11.5% |
| 6M | +59.2% | -36.6% | +95.8% | +63.0% |
| YTD | +79.6% | -47.8% | +127.4% | +85.9% |
| 1Y | +55.9% | -45.2% | +101.1% | +60.0% |
| 3Y | +172.8% | -3.3% | +176.1% | +139.1% |
| All | +172.8% | -9.8% | +182.6% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling