-33.0%
TSLL vs ARKK
-6.7%
-26.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -0.7% |
| 7D | +17.8% | -0.6% | +18.5% | +19.0% |
| 30D | +8.2% | -11.2% | +19.5% | +31.2% |
| 3M | +20.9% | -9.2% | +30.1% | +42.4% |
| 6M | -37.5% | -3.9% | -33.6% | -29.7% |
| YTD | -44.5% | -2.5% | -42.0% | -37.8% |
| 1Y | -33.0% | -2.7% | -30.2% | -23.6% |
| All | -33.0% | -6.7% | -26.2% | -23.6% |
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