+95.5%
ARKK vs TSLQ
-97.2%
+192.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.3% |
| 7D | -3.1% | -6.6% | +3.5% | -4.8% |
| 30D | +2.7% | -24.3% | +27.0% | -3.6% |
| 3M | +10.8% | -3.6% | +14.4% | +15.1% |
| 6M | +14.4% | -12.0% | +26.3% | +20.4% |
| YTD | +8.7% | +1.4% | +7.3% | +21.1% |
| 1Y | +6.7% | -43.6% | +50.3% | +5.4% |
| 3Y | +87.4% | -95.4% | +182.8% | +43.5% |
| All | +95.5% | -97.2% | +192.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling