-49.8%
TSLQ vs ARMK
+49.9%
-99.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.3% |
| 7D | +5.7% | -0.9% | +6.6% | +5.5% |
| 30D | -21.1% | -5.9% | -15.1% | -22.1% |
| 3M | -11.5% | +6.7% | -18.2% | -9.7% |
| 6M | -14.9% | +42.5% | -57.5% | -1.8% |
| YTD | +2.4% | +55.1% | -52.7% | +19.8% |
| 1Y | -49.8% | +50.3% | -100.1% | -43.9% |
| All | -49.8% | +49.9% | -99.7% | -43.9% |
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