+110.7%
TFC vs ARKK
+358.9%
-248.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | -2.3% | +5.1% | -7.5% | -4.3% |
| 3M | +2.5% | +12.7% | -10.3% | -2.7% |
| 6M | +9.5% | +13.8% | -4.3% | +2.9% |
| YTD | +5.1% | +9.9% | -4.9% | -0.4% |
| 1Y | +15.5% | +10.4% | +5.1% | +8.3% |
| 3Y | +95.2% | +93.6% | +1.6% | +44.7% |
| 5Y | +14.5% | -29.4% | +43.8% | +14.9% |
| 10Y | +97.2% | +336.9% | -239.7% | -27.8% |
| All | +110.7% | +358.9% | -248.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling