+73.2%
ARES vs TLN
+583.6%
-510.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.9% |
| 7D | -1.7% | +7.1% | -8.7% | -3.4% |
| 30D | +0.3% | -3.9% | +4.2% | +0.9% |
| 3M | +8.5% | -16.2% | +24.6% | +12.3% |
| 6M | +23.5% | -5.8% | +29.3% | +22.9% |
| YTD | -11.2% | -15.4% | +4.2% | -10.0% |
| 1Y | -19.3% | -16.7% | -2.6% | -18.6% |
| 3Y | +48.7% | +473.8% | -425.1% | -12.1% |
| All | +73.2% | +583.6% | -510.4% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling