+1,164.6%
ARES vs TCOM
+71.9%
+1,092.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | -9.5% | +7.9% | +0.2% |
| 30D | +0.3% | -10.7% | +11.0% | +2.3% |
| 3M | +8.5% | -14.6% | +23.1% | +11.3% |
| 6M | +23.5% | -19.3% | +42.8% | +27.9% |
| YTD | -11.2% | -42.9% | +31.7% | -2.2% |
| 1Y | -19.3% | -43.8% | +24.5% | -10.9% |
| 3Y | +48.7% | +2.1% | +46.6% | +42.3% |
| 5Y | +106.5% | +31.2% | +75.3% | +78.3% |
| 10Y | +1,055.3% | -13.9% | +1,069.3% | +885.8% |
| All | +1,164.6% | +71.9% | +1,092.8% | +930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling