+93.7%
TFC vs ARKK
+87.8%
+5.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.0% |
| 7D | -2.5% | -4.7% | +2.2% | -0.9% |
| 30D | -2.8% | +3.1% | -5.9% | -4.2% |
| 3M | +2.1% | +13.8% | -11.6% | -3.5% |
| 6M | +10.1% | +14.0% | -3.8% | +3.1% |
| YTD | +5.4% | +8.0% | -2.5% | +0.4% |
| 1Y | +16.3% | +9.9% | +6.4% | +8.5% |
| All | +93.7% | +87.8% | +5.9% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling