+314.5%
PANW vs TSLQ
-97.2%
+411.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.3% |
| 7D | +2.0% | +5.7% | -3.7% | +2.9% |
| 30D | -11.8% | -21.1% | +9.3% | -13.9% |
| 3M | +28.6% | -11.5% | +40.1% | +30.0% |
| 6M | +104.4% | -14.9% | +119.3% | +108.1% |
| YTD | +83.8% | +2.4% | +81.3% | +92.7% |
| 1Y | +71.5% | -49.8% | +121.3% | +67.5% |
| 3Y | +172.2% | -95.8% | +268.0% | +129.7% |
| All | +314.5% | -97.2% | +411.7% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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