+953.0%
ARES vs TCOM
-10.5%
+963.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -7.7% | -6.5% | -1.2% | -6.3% |
| 30D | -8.7% | -16.2% | +7.5% | -5.2% |
| 3M | +2.8% | -19.3% | +22.2% | +7.2% |
| 6M | +23.1% | -27.2% | +50.3% | +31.1% |
| YTD | -17.3% | -46.2% | +28.9% | -6.4% |
| 1Y | -24.3% | -46.6% | +22.3% | -14.3% |
| 3Y | +34.9% | +8.4% | +26.5% | +26.0% |
| 5Y | +93.5% | +25.8% | +67.7% | +63.2% |
| All | +953.0% | -10.5% | +963.6% | +776.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling