+2,584.5%
TSM vs ARKK
+367.1%
+2,217.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +6.0% | +3.6% | +2.4% | +4.2% |
| 30D | +4.5% | +8.4% | -3.9% | +0.5% |
| 3M | +3.1% | +13.4% | -10.3% | -2.8% |
| 6M | +30.2% | +18.9% | +11.3% | +20.2% |
| YTD | +45.2% | +11.9% | +33.3% | +37.3% |
| 1Y | +79.6% | +13.1% | +66.5% | +68.4% |
| 3Y | +411.0% | +97.1% | +313.9% | +262.7% |
| 5Y | +290.7% | -27.8% | +318.5% | +308.2% |
| 10Y | +1,753.6% | +338.5% | +1,415.1% | +648.4% |
| All | +2,584.5% | +367.1% | +2,217.4% | +963.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling