-7.8%
ARES vs TMF
-22.9%
+15.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.2% |
| 30D | +15.7% | +19.7% | -4.0% | +10.2% |
| 3M | -2.0% | -2.1% | +0.1% | -1.9% |
| 6M | +10.4% | -13.4% | +23.9% | +11.2% |
| YTD | -14.2% | -16.7% | +2.5% | -13.5% |
| 1Y | -7.8% | -23.3% | +15.6% | -5.5% |
| All | -7.8% | -22.9% | +15.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling