+331.8%
ARKK vs TMF
-86.4%
+418.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -5.1% | +2.0% | -3.0% |
| 30D | +2.7% | -4.6% | +7.3% | +2.8% |
| 3M | +10.8% | -16.6% | +27.3% | +10.9% |
| 6M | +14.4% | -19.9% | +34.3% | +14.6% |
| YTD | +8.7% | -20.2% | +28.8% | +8.8% |
| 1Y | +6.7% | -27.7% | +34.5% | +6.9% |
| 3Y | +87.4% | -43.9% | +131.3% | +86.6% |
| 5Y | -29.5% | -88.4% | +59.0% | -39.0% |
| All | +331.8% | -86.4% | +418.2% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling