+307.7%
ARKK vs TT
+946.0%
-638.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.1% |
| 7D | -0.6% | +4.0% | -4.7% | -2.9% |
| 30D | -11.2% | -11.3% | +0.1% | -4.6% |
| 3M | -9.2% | -12.3% | +3.1% | -2.0% |
| 6M | -3.9% | -10.8% | +6.9% | +2.0% |
| YTD | -2.5% | +8.2% | -10.7% | -8.9% |
| 1Y | -2.7% | +1.5% | -4.2% | -5.5% |
| 3Y | +87.9% | +91.5% | -3.6% | +22.6% |
| 5Y | -35.7% | +130.2% | -165.9% | -63.3% |
| 10Y | +299.2% | +727.9% | -428.7% | +16.2% |
| All | +307.7% | +946.0% | -638.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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