+1,150.8%
ARES vs TNA
+111.3%
+1,039.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.3% | +4.1% | -4.4% | -1.6% |
| 30D | +1.3% | -7.6% | +8.9% | +3.7% |
| 3M | +10.4% | +8.1% | +2.3% | +7.3% |
| 6M | +29.0% | +49.0% | -20.0% | +12.5% |
| YTD | -12.2% | +51.7% | -63.9% | -23.9% |
| 1Y | -18.4% | +59.6% | -78.1% | -31.0% |
| 3Y | +43.2% | +118.9% | -75.7% | +1.5% |
| 5Y | +102.6% | -19.2% | +121.8% | +75.2% |
| 10Y | +1,029.6% | +77.2% | +952.4% | +527.4% |
| All | +1,150.8% | +111.3% | +1,039.5% | +557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling