+308.8%
ARKK vs TYL
+169.5%
+139.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | -4.0% | +4.3% | -8.3% | -7.0% |
| 30D | -14.0% | +28.0% | -41.9% | -28.5% |
| 3M | -4.2% | +32.3% | -36.5% | -23.2% |
| 6M | -2.6% | +29.9% | -32.5% | -23.6% |
| YTD | +0.2% | -7.1% | +7.3% | -1.8% |
| 1Y | -6.9% | -9.2% | +2.3% | -7.4% |
| 3Y | +94.1% | +0.7% | +93.4% | +67.9% |
| 5Y | -32.7% | -21.1% | -11.7% | -28.7% |
| 10Y | +308.8% | +180.8% | +128.0% | +106.5% |
| All | +308.8% | +169.5% | +139.3% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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