-48.9%
TSLL vs ARMK
+46.1%
-95.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +8.4% |
| 7D | -14.3% | +0.9% | -15.2% | -14.8% |
| 30D | -6.2% | -0.4% | -5.8% | -6.2% |
| 3M | +21.2% | -2.0% | +23.2% | +21.4% |
| 6M | -36.6% | +22.0% | -58.5% | -41.6% |
| YTD | -47.8% | +49.6% | -97.4% | -57.0% |
| All | -48.9% | +46.1% | -95.0% | -57.8% |
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