+482.5%
ARES vs TXG
+16.0%
+466.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | +0.3% | +32.0% | -31.7% | -6.0% |
| 3M | +8.5% | +87.0% | -78.5% | -6.7% |
| 6M | +23.5% | +180.1% | -156.6% | -3.6% |
| YTD | -11.2% | +284.1% | -295.3% | -35.7% |
| 1Y | -19.3% | +361.7% | -381.0% | -44.8% |
| 3Y | +48.7% | +15.9% | +32.7% | +27.3% |
| 5Y | +106.5% | -66.2% | +172.7% | +104.3% |
| All | +482.5% | +16.0% | +466.5% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling