+280.2%
TSM vs ARKK
-29.6%
+309.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.0% | -3.1% | +4.1% | +2.3% |
| 30D | +1.0% | +2.7% | -1.8% | -0.4% |
| 3M | +2.9% | +10.8% | -7.9% | -1.5% |
| 6M | +22.8% | +14.4% | +8.4% | +16.1% |
| YTD | +43.3% | +8.7% | +34.6% | +37.9% |
| 1Y | +69.2% | +6.7% | +62.4% | +63.7% |
| 3Y | +404.5% | +87.4% | +317.1% | +284.6% |
| All | +280.2% | -29.6% | +309.8% | +251.5% |
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