-56.8%
TSLL vs PWR
+297.5%
-354.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.4% | +2.8% |
| 7D | -21.2% | -12.9% | -8.4% | -10.1% |
| 30D | -13.3% | -22.8% | +9.5% | +10.2% |
| 3M | +15.4% | -19.0% | +34.4% | +37.9% |
| 6M | -34.2% | -31.1% | -3.1% | -8.1% |
| YTD | -52.9% | +28.2% | -81.1% | -66.6% |
| 1Y | -54.3% | +22.2% | -76.5% | -65.9% |
| 3Y | -18.4% | +222.1% | -240.5% | -76.1% |
| All | -56.8% | +297.5% | -354.4% | -90.5% |
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