-54.3%
TSLL vs ARMK
+40.7%
-95.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.5% | +4.2% | +6.3% |
| 7D | -21.2% | -2.6% | -18.6% | -20.0% |
| 30D | -13.3% | -5.2% | -8.1% | -11.3% |
| 3M | +15.4% | -6.5% | +21.9% | +18.3% |
| 6M | -34.2% | +15.3% | -49.5% | -37.1% |
| YTD | -52.9% | +43.6% | -96.5% | -59.3% |
| 1Y | -54.3% | +42.1% | -96.4% | -60.1% |
| All | -54.3% | +40.7% | -95.0% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling