+35.4%
ARES vs TCOM
+7.1%
+28.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -7.7% | -6.5% | -1.2% | -6.6% |
| 30D | -8.7% | -16.2% | +7.5% | -6.0% |
| 3M | +2.8% | -19.3% | +22.2% | +6.3% |
| 6M | +23.1% | -27.2% | +50.3% | +29.5% |
| YTD | -17.3% | -46.2% | +28.9% | -8.8% |
| 1Y | -24.3% | -46.6% | +22.3% | -16.4% |
| All | +35.4% | +7.1% | +28.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling