+299.6%
PANW vs TSLL
-57.4%
+357.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.8% | +12.2% | +1.8% |
| 7D | -10.3% | +1.9% | -12.2% | -10.7% |
| 30D | -8.1% | +17.8% | -25.9% | -10.2% |
| 3M | +19.3% | -37.0% | +56.4% | +24.0% |
| 6M | +110.2% | -37.7% | +147.9% | +116.6% |
| YTD | +80.9% | -51.4% | +132.3% | +91.0% |
| 1Y | +73.3% | -23.4% | +96.6% | +71.0% |
| 3Y | +174.6% | -30.8% | +205.4% | +136.6% |
| All | +299.6% | -57.4% | +357.0% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling