+89.6%
ARKK vs TLN
+483.9%
-394.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | +1.4% | +5.8% | -4.4% | -0.4% |
| 30D | +5.1% | -6.9% | +12.0% | +7.2% |
| 3M | +12.7% | -10.9% | +23.6% | +15.7% |
| 6M | +13.8% | -4.6% | +18.4% | +13.5% |
| YTD | +9.9% | -14.7% | +24.7% | +12.2% |
| 1Y | +10.4% | -17.9% | +28.3% | +13.7% |
| All | +89.6% | +483.9% | -394.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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