+447.1%
ARES vs TXG
+27.0%
+420.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.1% |
| 7D | -6.1% | +9.5% | -15.6% | -7.9% |
| 30D | -7.5% | +18.8% | -26.3% | -11.0% |
| 3M | +0.1% | +136.1% | -136.0% | -18.1% |
| 6M | +30.3% | +235.2% | -205.0% | -2.2% |
| YTD | -16.6% | +320.5% | -337.2% | -40.8% |
| 1Y | -26.1% | +425.2% | -451.3% | -50.8% |
| 3Y | +36.4% | +42.9% | -6.5% | +11.4% |
| 5Y | +95.0% | -62.8% | +157.8% | +89.1% |
| All | +447.1% | +27.0% | +420.1% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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