-52.1%
TSLL vs ARKK
+59.7%
-111.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.7% | +6.2% | +3.1% |
| 7D | -14.3% | 0.0% | -14.3% | -12.4% |
| 30D | -6.2% | -11.9% | +5.7% | +17.5% |
| 3M | +21.2% | -0.6% | +21.8% | +24.8% |
| 6M | -36.6% | -0.2% | -36.4% | -32.4% |
| YTD | -47.8% | +2.7% | -50.4% | -47.2% |
| 1Y | -45.2% | -2.2% | -43.0% | -39.2% |
| 3Y | -3.3% | +102.0% | -105.3% | -49.0% |
| All | -52.1% | +59.7% | -111.9% | -69.8% |
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