+41.4%
ARES vs TMF
-25.3%
+66.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | +15.7% | +19.7% | -4.0% | +15.0% |
| 3M | -2.0% | -2.1% | +0.1% | -2.1% |
| 6M | +10.4% | -13.4% | +23.9% | +10.3% |
| YTD | -14.2% | -16.7% | +2.5% | -14.4% |
| 1Y | -7.8% | -23.3% | +15.6% | -8.0% |
| 3Y | +41.4% | -24.8% | +66.2% | +33.6% |
| All | +41.4% | -25.3% | +66.7% | +33.6% |
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