-39.7%
TSLL vs ARMK
+42.9%
-82.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +33.0% | +7.1% | +25.8% | +28.1% |
| 30D | +7.7% | -1.6% | +9.3% | +8.6% |
| 3M | +34.7% | -10.5% | +45.3% | +39.4% |
| 6M | -31.5% | +11.8% | -43.3% | -34.8% |
| YTD | -42.4% | +47.3% | -89.6% | -52.8% |
| 1Y | -39.7% | +41.5% | -81.2% | -50.5% |
| All | -39.7% | +42.9% | -82.6% | -50.5% |
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