+154.5%
ARES vs TSLQ
-97.2%
+251.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.6% |
| 7D | -6.1% | -6.6% | +0.5% | -7.0% |
| 30D | -7.5% | -24.3% | +16.8% | -10.6% |
| 3M | +0.1% | -3.6% | +3.7% | +1.9% |
| 6M | +30.3% | -12.0% | +42.2% | +33.3% |
| YTD | -16.6% | +1.4% | -18.0% | -12.1% |
| 1Y | -26.1% | -43.6% | +17.5% | -27.1% |
| 3Y | +36.4% | -95.4% | +131.8% | +18.0% |
| All | +154.5% | -97.2% | +251.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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