-26.1%
ARES vs TXG
+453.6%
-479.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.3% |
| 7D | -6.1% | +9.5% | -15.6% | -7.4% |
| 30D | -7.5% | +18.8% | -26.3% | -10.1% |
| 3M | +0.1% | +136.1% | -136.0% | -14.4% |
| 6M | +30.3% | +235.2% | -205.0% | +3.0% |
| YTD | -16.6% | +320.5% | -337.2% | -36.4% |
| 1Y | -26.1% | +425.2% | -451.3% | -45.8% |
| All | -26.1% | +453.6% | -479.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling