-28.1%
ARKK vs TSEM
+617.3%
-645.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | -3.1% | -4.9% | +1.8% | -1.5% |
| 30D | +2.7% | -18.7% | +21.5% | +9.2% |
| 3M | +10.8% | -18.1% | +28.9% | +14.0% |
| 6M | +14.4% | +77.1% | -62.7% | -16.7% |
| YTD | +8.7% | +80.1% | -71.5% | -23.0% |
| 1Y | +6.7% | +220.4% | -213.6% | -42.3% |
| 3Y | +87.4% | +650.1% | -562.7% | -33.9% |
| All | -28.1% | +617.3% | -645.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling