+97.5%
ARKK vs TYL
-6.4%
+104.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | +0.2% |
| 7D | +1.9% | -3.7% | +5.6% | +3.1% |
| 30D | +13.2% | +18.7% | -5.6% | +6.9% |
| 3M | +7.7% | +18.1% | -10.5% | +0.8% |
| 6M | +15.1% | -1.1% | +16.2% | +15.3% |
| YTD | +12.1% | -19.8% | +31.9% | +24.3% |
| 1Y | +14.9% | -34.3% | +49.2% | +42.6% |
| All | +97.5% | -6.4% | +104.0% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling