-55.4%
TSLL vs ARMK
+135.6%
-191.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.1% |
| 7D | +1.9% | -2.4% | +4.3% | +3.8% |
| 30D | +17.8% | 0.0% | +17.7% | +16.9% |
| 3M | -37.0% | +6.7% | -43.7% | -41.4% |
| 6M | -37.7% | +38.8% | -76.5% | -55.7% |
| YTD | -51.4% | +55.2% | -106.6% | -69.2% |
| 1Y | -23.4% | +46.6% | -70.0% | -49.3% |
| 3Y | -30.8% | +112.9% | -143.7% | -64.9% |
| All | -55.4% | +135.6% | -191.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling