+999.8%
ARES vs TSN
-9.4%
+1,009.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.8% |
| 7D | -2.7% | -7.3% | +4.6% | -1.2% |
| 30D | -2.4% | -8.6% | +6.2% | -0.6% |
| 3M | +3.9% | -7.5% | +11.4% | +5.3% |
| 6M | +26.4% | -14.1% | +40.5% | +29.7% |
| YTD | -14.9% | -9.4% | -5.4% | -13.9% |
| 1Y | -20.4% | -4.1% | -16.3% | -20.7% |
| 3Y | +38.8% | +10.3% | +28.5% | +31.2% |
| 5Y | +97.0% | -19.7% | +116.7% | +101.9% |
| 10Y | +999.8% | -7.0% | +1,006.8% | +963.9% |
| All | +999.8% | -9.4% | +1,009.2% | +963.9% |
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