+71.3%
ARES vs TLN
+602.5%
-531.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.8% |
| 7D | -0.3% | +10.9% | -11.2% | -3.0% |
| 30D | +1.3% | -6.3% | +7.6% | +2.7% |
| 3M | +10.4% | -10.7% | +21.1% | +12.4% |
| 6M | +29.0% | +1.6% | +27.4% | +25.7% |
| YTD | -12.2% | -13.1% | +0.9% | -11.6% |
| 1Y | -18.4% | -15.1% | -3.4% | -18.1% |
| 3Y | +43.2% | +495.0% | -451.8% | -16.1% |
| All | +71.3% | +602.5% | -531.2% | -1.7% |
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