+97.0%
ARES vs TCOM
+25.9%
+71.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -2.4% |
| 7D | -2.7% | -10.2% | +7.5% | -0.5% |
| 30D | -2.4% | -16.8% | +14.4% | +1.3% |
| 3M | +3.9% | -16.7% | +20.6% | +7.4% |
| 6M | +26.4% | -27.1% | +53.5% | +34.3% |
| YTD | -14.9% | -45.5% | +30.6% | -4.4% |
| 1Y | -20.4% | -45.9% | +25.5% | -10.5% |
| 3Y | +38.8% | +9.8% | +29.0% | +29.3% |
| 5Y | +97.0% | +23.8% | +73.2% | +60.7% |
| All | +97.0% | +25.9% | +71.1% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling