+438.0%
TMO vs ARKK
+353.6%
+84.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.6% | -3.1% | +2.4% | +0.3% |
| 30D | +1.1% | +2.7% | -1.6% | +0.2% |
| 3M | +28.3% | +10.8% | +17.6% | +23.5% |
| 6M | +23.3% | +14.4% | +8.9% | +17.1% |
| YTD | +5.5% | +8.7% | -3.2% | +1.6% |
| 1Y | +24.5% | +6.7% | +17.8% | +19.8% |
| 3Y | +19.6% | +87.4% | -67.8% | -8.2% |
| 5Y | +8.1% | -29.5% | +37.6% | +10.3% |
| 10Y | +336.7% | +331.8% | +4.9% | +73.0% |
| All | +438.0% | +353.6% | +84.4% | +98.9% |
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 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