+331.8%
ARKK vs TSEM
+1,313.0%
-981.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -3.1% | -4.9% | +1.8% | -1.3% |
| 30D | +2.7% | -18.7% | +21.5% | +10.1% |
| 3M | +10.8% | -18.1% | +28.9% | +14.3% |
| 6M | +14.4% | +77.1% | -62.7% | -18.8% |
| YTD | +8.7% | +80.1% | -71.5% | -25.0% |
| 1Y | +6.7% | +220.4% | -213.6% | -44.0% |
| 3Y | +87.4% | +650.1% | -562.7% | -36.0% |
| 5Y | -29.5% | +628.9% | -658.3% | -76.2% |
| All | +331.8% | +1,313.0% | -981.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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