+66.5%
ARES vs TLN
+733.8%
-667.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | -0.3% | +22.3% | -22.6% | -4.9% |
| 30D | +15.3% | +1.2% | +14.1% | +14.3% |
| 3M | -5.4% | +5.9% | -11.3% | -7.9% |
| 6M | +10.0% | +3.2% | +6.8% | +6.7% |
| YTD | -14.7% | +3.2% | -17.8% | -18.5% |
| 1Y | -9.7% | +5.2% | -14.9% | -14.6% |
| 3Y | +35.8% | +606.3% | -570.5% | -24.4% |
| All | +66.5% | +733.8% | -667.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling