-52.0%
TSLL vs ARKK
+71.0%
-123.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +2.8% |
| 7D | +5.1% | +1.4% | +3.7% | +3.2% |
| 30D | +20.0% | +5.1% | +14.9% | +11.5% |
| 3M | -23.8% | +12.7% | -36.5% | -34.8% |
| 6M | -30.3% | +13.8% | -44.1% | -40.7% |
| YTD | -47.7% | +9.9% | -57.6% | -53.2% |
| 1Y | -21.2% | +10.4% | -31.6% | -28.8% |
| 3Y | -26.9% | +93.6% | -120.5% | -60.6% |
| All | -52.0% | +71.0% | -123.0% | -73.3% |
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 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