+329.1%
ARKK vs TYL
+100.8%
+228.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.3% |
| 7D | -4.7% | -11.5% | +6.9% | +3.6% |
| 30D | +3.1% | +3.9% | -0.8% | -0.4% |
| 3M | +13.8% | +10.8% | +3.0% | +2.4% |
| 6M | +14.0% | -5.3% | +19.2% | +12.8% |
| YTD | +8.0% | -26.1% | +34.1% | +26.3% |
| 1Y | +9.9% | -38.5% | +48.5% | +48.0% |
| 3Y | +90.2% | -14.5% | +104.6% | +85.4% |
| 5Y | -29.9% | -28.9% | -1.0% | -18.8% |
| All | +329.1% | +100.8% | +228.3% | +177.7% |
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