+97.2%
TJX vs ARKK
-29.6%
+126.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -4.1% |
| 30D | -17.2% | +2.7% | -19.9% | -17.7% |
| 3M | -24.9% | +10.8% | -35.7% | -26.6% |
| 6M | -19.7% | +14.4% | -34.0% | -22.3% |
| YTD | -17.2% | +8.7% | -25.9% | -19.4% |
| 1Y | -9.4% | +6.7% | -16.2% | -12.0% |
| 3Y | +43.1% | +87.4% | -44.3% | +19.4% |
| All | +97.2% | -29.6% | +126.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling