-97.0%
TSLQ vs ARMK
+174.7%
-271.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.3% |
| 7D | -5.8% | -2.4% | -3.4% | -7.7% |
| 30D | -22.1% | 0.0% | -22.1% | -22.0% |
| 3M | +10.1% | +6.7% | +3.4% | +15.9% |
| 6M | -6.8% | +38.8% | -45.6% | +23.1% |
| YTD | +8.5% | +55.2% | -46.6% | +59.4% |
| 1Y | -49.7% | +46.6% | -96.3% | -29.8% |
| 3Y | -95.6% | +112.9% | -208.5% | -90.8% |
| All | -97.0% | +174.7% | -271.6% | -93.0% |
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