-24.3%
ARES vs TCOM
-46.8%
+22.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -7.7% | -6.5% | -1.2% | -6.7% |
| 30D | -8.7% | -16.2% | +7.5% | -6.1% |
| 3M | +2.8% | -19.3% | +22.2% | +6.3% |
| 6M | +23.1% | -27.2% | +50.3% | +30.0% |
| YTD | -17.3% | -46.2% | +28.9% | -9.3% |
| 1Y | -24.3% | -46.6% | +22.3% | -16.9% |
| All | -24.3% | -46.8% | +22.5% | -16.9% |
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