+354.4%
ARKK vs TEL
+336.3%
+18.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -2.2% |
| 7D | -3.1% | +1.6% | -4.6% | -4.3% |
| 30D | +2.7% | -0.7% | +3.4% | +2.9% |
| 3M | +10.8% | +2.4% | +8.3% | +7.8% |
| 6M | +14.4% | +4.1% | +10.3% | +7.8% |
| YTD | +8.7% | -5.8% | +14.5% | +9.9% |
| 1Y | +6.7% | +0.9% | +5.9% | +1.8% |
| 3Y | +87.4% | +72.6% | +14.8% | +13.9% |
| 5Y | -29.5% | +57.5% | -87.0% | -52.7% |
| 10Y | +331.8% | +313.6% | +18.2% | +52.1% |
| All | +354.4% | +336.3% | +18.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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