-52.1%
TSLL vs ARMK
+127.1%
-179.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +7.1% |
| 7D | -14.3% | +0.9% | -15.2% | -14.1% |
| 30D | -6.2% | -0.4% | -5.8% | -4.6% |
| 3M | +21.2% | -2.0% | +23.2% | +23.9% |
| 6M | -36.6% | +22.0% | -58.5% | -48.2% |
| YTD | -47.8% | +49.6% | -97.4% | -65.5% |
| 1Y | -45.2% | +46.4% | -91.6% | -63.2% |
| 3Y | -3.3% | +103.2% | -106.5% | -48.2% |
| All | -52.1% | +127.1% | -179.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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