-51.9%
TSLL vs ARKK
+74.1%
-126.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +8.1% |
| 7D | +5.8% | +3.6% | +2.2% | +0.2% |
| 30D | +21.7% | +8.4% | +13.3% | +7.5% |
| 3M | -28.2% | +13.4% | -41.7% | -39.2% |
| 6M | -29.5% | +18.9% | -48.4% | -44.2% |
| YTD | -47.5% | +11.9% | -59.5% | -54.5% |
| 1Y | -20.8% | +13.1% | -33.9% | -31.2% |
| 3Y | -26.7% | +97.1% | -123.8% | -61.7% |
| All | -51.9% | +74.1% | -126.0% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling