-52.1%
TSLL vs PWR
+334.8%
-386.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.4% | +1.6% | +2.1% |
| 7D | -14.3% | -4.8% | -9.5% | -9.9% |
| 30D | -6.2% | -16.2% | +10.1% | +10.6% |
| 3M | +21.2% | -11.9% | +33.1% | +34.1% |
| 6M | -36.6% | -20.6% | -16.0% | -22.1% |
| YTD | -47.8% | +40.3% | -88.0% | -65.9% |
| 1Y | -45.2% | +33.0% | -78.2% | -62.1% |
| 3Y | -3.3% | +250.0% | -253.3% | -73.7% |
| All | -52.1% | +334.8% | -386.9% | -90.3% |
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 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