+331.8%
ARKK vs TSN
-4.9%
+336.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -3.1% | +3.0% | -6.1% | -3.9% |
| 30D | +2.7% | -4.2% | +6.9% | +3.7% |
| 3M | +10.8% | -3.9% | +14.7% | +11.4% |
| 6M | +14.4% | -9.8% | +24.2% | +16.5% |
| YTD | +8.7% | -7.3% | +15.9% | +9.6% |
| 1Y | +6.7% | -2.2% | +8.9% | +5.5% |
| 3Y | +87.4% | +11.9% | +75.5% | +73.0% |
| 5Y | -29.5% | -16.9% | -12.5% | -28.4% |
| All | +331.8% | -4.9% | +336.7% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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