It's possibly a boost leak. Follow the air path from the turbocharger all the way to the intake manifold, look for black oily emissions.
If that's not it, there's a chance it's an exhaust leak around the turbocharger-exhaust manifold interface. Check it, looking for black powdery deposits around the gap. My car "ate" part of the gasket in that join and it sounded like a clarinet played by a drunkard.