+1,127.5%
ARES vs TD
+321.4%
+806.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | +1.1% | -0.6% | -0.3% |
| 30D | +19.7% | +5.2% | +14.5% | +15.6% |
| 3M | -9.0% | +1.2% | -10.2% | -9.8% |
| 6M | +11.5% | +17.7% | -6.2% | -0.5% |
| YTD | -13.8% | +34.2% | -48.1% | -29.8% |
| 1Y | -5.6% | +55.4% | -61.0% | -30.5% |
| 3Y | +36.1% | +130.4% | -94.3% | -24.2% |
| 5Y | +82.7% | +101.8% | -19.1% | +12.0% |
| 10Y | +1,101.7% | +301.9% | +799.8% | +383.3% |
| All | +1,127.5% | +321.4% | +806.0% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling