-97.6%
TSLQ vs ARMK
+162.3%
-259.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.6% |
| 7D | +4.7% | -0.7% | +5.4% | +5.9% |
| 30D | -5.6% | -1.3% | -4.3% | -4.1% |
| 3M | -34.6% | -2.5% | -32.1% | -33.9% |
| 6M | -11.4% | +20.8% | -32.2% | +6.3% |
| YTD | -14.1% | +48.2% | -62.3% | +25.3% |
| 1Y | -20.7% | +45.7% | -66.5% | +14.0% |
| 3Y | -96.9% | +96.6% | -193.4% | -93.6% |
| All | -97.6% | +162.3% | -259.9% | -94.5% |
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