+39.3%
ARES vs TSLQ
-95.6%
+134.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.0% |
| 7D | -2.7% | -8.0% | +5.3% | -3.6% |
| 30D | -2.4% | -23.8% | +21.4% | -5.3% |
| 3M | +3.9% | -7.0% | +10.9% | +5.3% |
| 6M | +26.4% | -17.1% | +43.5% | +28.0% |
| YTD | -14.9% | +0.1% | -14.9% | -10.9% |
| 1Y | -20.4% | -51.2% | +30.8% | -22.8% |
| All | +39.3% | -95.6% | +134.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling