+95.6%
TFC vs ARKK
+331.8%
-236.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.4% | -3.1% | +0.6% | -1.4% |
| 30D | -3.4% | +2.7% | -6.1% | -4.6% |
| 3M | +0.4% | +10.8% | -10.3% | -3.9% |
| 6M | +12.7% | +14.4% | -1.7% | +5.9% |
| YTD | +5.6% | +8.7% | -3.1% | +0.6% |
| 1Y | +16.0% | +6.7% | +9.3% | +10.3% |
| 3Y | +94.0% | +87.4% | +6.6% | +46.4% |
| 5Y | +16.2% | -29.5% | +45.6% | +16.2% |
| All | +95.6% | +331.8% | -236.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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