+48.4%
ARES vs TMF
-42.2%
+90.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -1.7% | -1.4% | -0.2% | -1.6% |
| 30D | +0.3% | -2.8% | +3.1% | +0.4% |
| 3M | +8.5% | -10.9% | +19.4% | +8.8% |
| 6M | +23.5% | -21.3% | +44.8% | +24.0% |
| YTD | -11.2% | -15.9% | +4.7% | -10.9% |
| 1Y | -19.3% | -15.7% | -3.5% | -19.0% |
| All | +48.4% | -42.2% | +90.7% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling