+961.2%
ARES vs TNA
+86.1%
+875.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -6.1% | -7.3% | +1.2% | -3.7% |
| 30D | -7.5% | -14.2% | +6.6% | -2.9% |
| 3M | +0.1% | -4.6% | +4.7% | +1.3% |
| 6M | +30.3% | +36.9% | -6.7% | +15.9% |
| YTD | -16.6% | +42.5% | -59.2% | -26.9% |
| 1Y | -26.1% | +45.8% | -71.9% | -36.3% |
| 3Y | +36.4% | +104.7% | -68.2% | -3.5% |
| 5Y | +95.0% | -21.7% | +116.7% | +68.5% |
| All | +961.2% | +86.1% | +875.1% | +482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling