+106.6%
ARES vs TMF
-87.5%
+194.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 6M | +23.5% | -21.3% | +44.8% | +24.7% |
| YTD | -11.2% | -15.9% | +4.7% | -10.6% |
| 1Y | -19.3% | -15.7% | -3.5% | -18.8% |
| 3Y | +48.7% | -43.4% | +92.0% | +50.0% |
| All | +106.6% | -87.5% | +194.1% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling