-56.8%
TSLL vs ARMK
+118.0%
-174.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.5% | +4.2% | +4.6% |
| 7D | -21.2% | -2.6% | -18.6% | -18.5% |
| 30D | -13.3% | -5.2% | -8.1% | -8.0% |
| 3M | +15.4% | -6.5% | +21.9% | +22.9% |
| 6M | -34.2% | +15.3% | -49.5% | -43.6% |
| YTD | -52.9% | +43.6% | -96.5% | -67.7% |
| 1Y | -54.3% | +42.1% | -96.4% | -68.6% |
| 3Y | -18.4% | +94.0% | -112.4% | -54.5% |
| All | -56.8% | +118.0% | -174.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling