+1,029.6%
ARES vs TMF
-86.8%
+1,116.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +1.3% | -1.8% | +3.1% | +1.1% |
| 3M | +10.4% | -8.2% | +18.6% | +9.7% |
| 6M | +29.0% | -19.5% | +48.5% | +26.8% |
| YTD | -12.2% | -16.0% | +3.8% | -13.3% |
| 1Y | -18.4% | -22.5% | +4.0% | -19.9% |
| 3Y | +43.2% | -42.3% | +85.4% | +38.2% |
| 5Y | +102.6% | -87.7% | +190.3% | +54.3% |
| 10Y | +1,029.6% | -86.5% | +1,116.1% | +857.5% |
| All | +1,029.6% | -86.8% | +1,116.4% | +857.5% |
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