-95.9%
TSLQ vs ARMK
+125.3%
-221.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.4% | -9.4% | -6.7% |
| 7D | -8.6% | +1.7% | -10.3% | -6.9% |
| 30D | -24.9% | +3.1% | -28.0% | -22.6% |
| 3M | -1.5% | +9.2% | -10.7% | +7.3% |
| 6M | -18.1% | +43.7% | -61.7% | +18.6% |
| YTD | -0.1% | +57.4% | -57.5% | +61.9% |
| 1Y | -51.4% | +51.9% | -103.2% | -24.4% |
| 3Y | -95.9% | +125.4% | -221.3% | -90.1% |
| All | -95.9% | +125.3% | -221.2% | -90.1% |
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