-6.4%
TSLL vs ARKK
+90.5%
-96.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | +0.1% |
| 7D | +17.8% | -0.6% | +18.5% | +19.2% |
| 30D | +8.2% | -11.2% | +19.5% | +37.0% |
| 3M | +20.9% | -9.2% | +30.1% | +46.3% |
| 6M | -37.5% | -3.9% | -33.6% | -29.7% |
| YTD | -44.5% | -2.5% | -42.0% | -40.4% |
| 1Y | -33.0% | -2.7% | -30.2% | -27.7% |
| 3Y | -6.4% | +87.9% | -94.3% | -54.9% |
| All | -6.4% | +90.5% | -96.8% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling