-19.3%
ARES vs TCOM
-42.5%
+23.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | -9.5% | +7.9% | -0.1% |
| 30D | +0.3% | -10.7% | +11.0% | +2.0% |
| 3M | +8.5% | -14.6% | +23.1% | +11.1% |
| 6M | +23.5% | -19.3% | +42.8% | +28.0% |
| YTD | -11.2% | -42.9% | +31.7% | -3.6% |
| 1Y | -19.3% | -43.8% | +24.5% | -12.6% |
| All | -19.3% | -42.5% | +23.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling