+1,267.4%
ARES vs TMF
-83.0%
+1,350.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +5.0% | +0.6% | +4.4% | +5.0% |
| 30D | +19.1% | +16.3% | +2.8% | +20.3% |
| 3M | +3.1% | -2.7% | +5.8% | +2.8% |
| 6M | +12.9% | -13.2% | +26.0% | +11.6% |
| YTD | -10.7% | -16.7% | +6.0% | -11.9% |
| 1Y | -5.5% | -22.7% | +17.2% | -7.4% |
| 3Y | +45.0% | -26.1% | +71.1% | +43.5% |
| 5Y | +87.4% | -88.4% | +175.8% | +39.5% |
| 10Y | +1,267.4% | -81.8% | +1,349.2% | +1,045.0% |
| All | +1,267.4% | -83.0% | +1,350.4% | +1,045.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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