+316.0%
ARKK vs TMF
-81.0%
+396.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.6% |
| 7D | +4.6% | -8.2% | +12.7% | +4.5% |
| 30D | -12.2% | +5.3% | -17.6% | -12.2% |
| 3M | -6.0% | -8.5% | +2.5% | -6.1% |
| 6M | -2.2% | -17.2% | +15.0% | -2.4% |
| YTD | -0.5% | -23.4% | +22.9% | -0.9% |
| 1Y | -6.0% | -30.2% | +24.3% | -6.5% |
| 3Y | +92.5% | -32.9% | +125.5% | +92.2% |
| 5Y | -34.4% | -88.5% | +54.2% | -44.1% |
| 10Y | +307.2% | -82.2% | +389.4% | +291.9% |
| All | +316.0% | -81.0% | +396.9% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling