-5.4%
TSLL vs ARMK
+100.8%
-106.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.9% |
| 7D | -11.0% | -0.7% | -10.3% | -9.4% |
| 30D | -5.3% | -1.3% | -4.0% | -2.8% |
| 3M | +20.8% | -2.5% | +23.3% | +24.2% |
| 6M | -36.0% | +20.8% | -56.8% | -48.4% |
| YTD | -47.3% | +48.2% | -95.5% | -66.8% |
| 1Y | -48.4% | +45.7% | -94.2% | -67.1% |
| 3Y | -5.4% | +96.6% | -102.0% | -44.7% |
| All | -5.4% | +100.8% | -106.2% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling