+97.0%
ARES vs TXG
-63.6%
+160.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.6% | -3.6% |
| 7D | -2.7% | +9.1% | -11.8% | -4.6% |
| 30D | -2.4% | +14.9% | -17.3% | -5.6% |
| 3M | +3.9% | +120.0% | -116.1% | -14.5% |
| 6M | +26.4% | +221.8% | -195.4% | -5.8% |
| YTD | -14.9% | +312.6% | -327.5% | -40.5% |
| 1Y | -20.4% | +398.4% | -418.9% | -47.7% |
| 3Y | +38.8% | +42.1% | -3.3% | +13.5% |
| 5Y | +97.0% | -63.5% | +160.4% | +96.9% |
| All | +97.0% | -63.6% | +160.6% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling