+170.9%
PANW vs TSLL
-28.0%
+198.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.9% | -6.8% | +0.3% |
| 7D | -6.9% | +5.8% | -12.7% | -7.7% |
| 30D | -7.4% | +21.7% | -29.1% | -9.6% |
| 3M | +26.5% | -28.2% | +54.8% | +29.2% |
| 6M | +104.2% | -29.5% | +133.6% | +106.9% |
| YTD | +82.9% | -47.5% | +130.5% | +90.2% |
| 1Y | +70.7% | -20.8% | +91.5% | +68.4% |
| 3Y | +170.9% | -26.7% | +197.7% | +149.9% |
| All | +170.9% | -28.0% | +198.9% | +149.9% |
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