+301.0%
ARKK vs TYL
+183.3%
+117.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.2% |
| 7D | +4.6% | -1.6% | +6.2% | +5.6% |
| 30D | -12.2% | +22.1% | -34.3% | -24.5% |
| 3M | -6.0% | +33.4% | -39.3% | -25.1% |
| 6M | -2.2% | +36.8% | -39.0% | -26.2% |
| YTD | -0.5% | -6.7% | +6.1% | -2.8% |
| 1Y | -6.0% | -9.2% | +3.2% | -6.4% |
| 3Y | +92.5% | +1.2% | +91.4% | +66.0% |
| 5Y | -34.4% | -23.0% | -11.4% | -29.1% |
| All | +301.0% | +183.3% | +117.7% | +99.6% |
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