-23.4%
TSLL vs PWR
+66.5%
-89.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.3% |
| 7D | +1.9% | +3.6% | -1.7% | -0.4% |
| 30D | +17.8% | -8.6% | +26.3% | +24.0% |
| 3M | -37.0% | -13.2% | -23.8% | -30.6% |
| 6M | -37.7% | +9.9% | -47.6% | -41.3% |
| YTD | -51.4% | +48.0% | -99.4% | -62.8% |
| 1Y | -23.4% | +66.2% | -89.5% | -37.1% |
| All | -23.4% | +66.5% | -89.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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