-46.0%
TSLL vs ARKK
-5.7%
-40.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.4% | -6.4% |
| 7D | -9.4% | -6.7% | -2.8% | -0.2% |
| 30D | +1.6% | -13.4% | +14.9% | +25.7% |
| 3M | +29.4% | +4.7% | +24.7% | +19.8% |
| 6M | -20.1% | +2.7% | -22.9% | -20.8% |
| YTD | -44.5% | +4.5% | -49.0% | -45.2% |
| 1Y | -46.0% | -3.7% | -42.3% | -37.3% |
| All | -46.0% | -5.7% | -40.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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