-46.0%
TSLL vs PWR
+31.4%
-77.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -11.7% | +5.3% | +1.0% |
| 7D | -9.4% | -4.4% | -5.1% | -7.6% |
| 30D | +1.6% | -15.1% | +16.6% | +11.6% |
| 3M | +29.4% | -16.2% | +45.6% | +42.5% |
| 6M | -20.1% | -23.3% | +3.2% | -5.8% |
| YTD | -44.5% | +37.6% | -82.1% | -56.8% |
| 1Y | -46.0% | +32.4% | -78.4% | -58.3% |
| All | -46.0% | +31.4% | -77.4% | -58.3% |
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