+88.2%
ARES vs TD
+104.8%
-16.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +0.8% | -3.1% | +3.8% | +3.3% |
| 30D | +16.7% | +6.7% | +10.0% | +10.9% |
| 3M | -2.6% | +3.1% | -5.7% | -5.1% |
| 6M | +13.0% | +17.6% | -4.7% | -1.2% |
| YTD | -11.7% | +34.8% | -46.5% | -30.8% |
| 1Y | -6.7% | +55.6% | -62.3% | -34.9% |
| 3Y | +40.5% | +133.1% | -92.6% | -30.4% |
| 5Y | +88.2% | +104.7% | -16.4% | +10.8% |
| All | +88.2% | +104.8% | -16.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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