+1,164.6%
ARES vs TMF
-74.1%
+1,238.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | -1.7% | -1.4% | -0.2% | -1.8% |
| 30D | +0.3% | -2.8% | +3.1% | 0.0% |
| 3M | +8.5% | -10.9% | +19.4% | +7.5% |
| 6M | +23.5% | -21.3% | +44.8% | +21.1% |
| YTD | -11.2% | -15.9% | +4.7% | -12.4% |
| 1Y | -19.3% | -15.7% | -3.5% | -20.2% |
| 3Y | +48.7% | -43.4% | +92.0% | +43.3% |
| 5Y | +106.5% | -87.8% | +194.3% | +62.5% |
| 10Y | +1,055.3% | -86.7% | +1,142.1% | +880.6% |
| All | +1,164.6% | -74.1% | +1,238.7% | +952.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling