-60.3%
TSLL vs ARMK
+108.7%
-169.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.9% | -18.0% | -18.4% |
| 7D | -28.9% | -10.2% | -18.7% | -21.1% |
| 30D | -21.4% | -9.3% | -12.1% | -13.4% |
| 3M | +5.0% | -11.4% | +16.4% | +17.2% |
| 6M | -36.6% | +11.6% | -48.2% | -44.1% |
| YTD | -56.6% | +37.5% | -94.1% | -69.1% |
| 1Y | -60.9% | +34.9% | -95.8% | -71.8% |
| 3Y | -25.2% | +83.4% | -108.7% | -56.3% |
| All | -60.3% | +108.7% | -169.0% | -79.2% |
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