+90.4%
ARKK vs TXG
+27.0%
+63.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.8% |
| 7D | -3.1% | +9.5% | -12.5% | -6.8% |
| 30D | +2.7% | +18.8% | -16.1% | -4.7% |
| 3M | +10.8% | +136.1% | -125.3% | -24.7% |
| 6M | +14.4% | +235.2% | -220.9% | -34.7% |
| YTD | +8.7% | +320.5% | -311.9% | -44.7% |
| 1Y | +6.7% | +425.2% | -418.4% | -52.3% |
| 3Y | +87.4% | +42.9% | +44.5% | +33.9% |
| 5Y | -29.5% | -62.8% | +33.4% | -20.7% |
| All | +90.4% | +27.0% | +63.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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