-39.7%
TSLL vs PWR
+34.5%
-74.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +33.0% | +19.1% | +13.9% | +17.9% |
| 30D | +7.7% | -12.0% | +19.7% | +16.7% |
| 3M | +34.7% | -10.6% | +45.3% | +43.2% |
| 6M | -31.5% | -20.8% | -10.7% | -20.5% |
| YTD | -42.4% | +43.7% | -86.1% | -53.7% |
| 1Y | -39.7% | +35.0% | -74.7% | -50.1% |
| All | -39.7% | +34.5% | -74.1% | -50.1% |
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