-60.3%
TSLL vs PWR
+274.1%
-334.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.3% | -9.6% | -10.4% |
| 7D | -28.9% | -19.9% | -9.0% | -12.4% |
| 30D | -21.4% | -29.3% | +7.8% | +8.1% |
| 3M | +5.0% | -25.5% | +30.4% | +35.4% |
| 6M | -36.6% | -34.0% | -2.6% | -7.9% |
| YTD | -56.6% | +20.7% | -77.3% | -67.5% |
| 1Y | -60.9% | +12.3% | -73.2% | -68.3% |
| 3Y | -25.2% | +201.9% | -227.1% | -76.8% |
| All | -60.3% | +274.1% | -334.4% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling