-55.4%
TSLL vs PWR
+358.9%
-414.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.5% |
| 7D | +1.9% | +3.6% | -1.7% | -1.4% |
| 30D | +17.8% | -8.6% | +26.3% | +26.7% |
| 3M | -37.0% | -13.2% | -23.8% | -28.8% |
| 6M | -37.7% | +9.9% | -47.6% | -45.6% |
| YTD | -51.4% | +48.0% | -99.4% | -69.6% |
| 1Y | -23.4% | +66.2% | -89.5% | -58.0% |
| 3Y | -30.8% | +195.1% | -225.9% | -78.0% |
| All | -55.4% | +358.9% | -414.3% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling