-23.4%
TSLL vs ARKK
+15.4%
-38.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -10.2% |
| 7D | +1.9% | +1.9% | 0.0% | -0.3% |
| 30D | +17.8% | +13.2% | +4.6% | -2.0% |
| 3M | -37.0% | +7.7% | -44.7% | -41.1% |
| 6M | -37.7% | +15.1% | -52.7% | -46.5% |
| YTD | -51.4% | +12.1% | -63.5% | -56.5% |
| 1Y | -23.4% | +14.9% | -38.3% | -20.6% |
| All | -23.4% | +15.4% | -38.8% | -20.6% |
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