+1,131.0%
ARES vs TSN
+17.5%
+1,113.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.8% | -0.3% | +1.0% | +0.8% |
| 30D | +16.7% | +11.8% | +4.9% | +13.9% |
| 3M | -2.6% | +7.1% | -9.7% | -4.2% |
| 6M | +13.0% | -9.2% | +22.1% | +15.0% |
| YTD | -11.7% | +4.8% | -16.5% | -13.5% |
| 1Y | -6.7% | +11.6% | -18.3% | -10.0% |
| 3Y | +40.5% | +41.5% | -1.0% | +25.0% |
| 5Y | +88.2% | -15.5% | +103.8% | +91.5% |
| 10Y | +1,131.0% | +16.9% | +1,114.1% | +1,039.9% |
| All | +1,131.0% | +17.5% | +1,113.5% | +1,039.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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