-27.8%
ARKK vs TYL
-28.2%
+0.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +2.9% |
| 7D | +3.6% | -7.6% | +11.2% | +9.3% |
| 30D | +8.4% | +11.3% | -2.9% | -0.2% |
| 3M | +13.4% | +14.5% | -1.1% | -0.3% |
| 6M | +18.9% | -7.1% | +26.0% | +20.5% |
| YTD | +11.9% | -23.4% | +35.3% | +30.6% |
| 1Y | +13.1% | -38.6% | +51.6% | +60.1% |
| 3Y | +97.1% | -11.3% | +108.4% | +78.8% |
| 5Y | -27.8% | -28.0% | +0.2% | -17.0% |
| All | -27.8% | -28.2% | +0.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling