A couple of things. One, it may not be "broken in" yet. Gunk and crud may be slowing it down. Don't judge it until you have some miles on it. Second, check to make sure you don't have any exhaust leaks. Cracked manifolds, leaking pipe joints, etc, may not show up unless you look for them.
Don't forget, that a turbo really only "works" when the exhaust is leaving the engine faster than the air is going into it. This only happens when the engine is under load, so put it together, and hitch up to something or climb a big hill.