+465.4%
ARES vs TXG
+7.8%
+457.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | +19.7% | -20.4% | +40.1% | +23.7% |
| 3M | -9.0% | +0.1% | -9.0% | -11.4% |
| 6M | +11.5% | +176.2% | -164.6% | -14.4% |
| YTD | -13.8% | +256.8% | -270.6% | -38.2% |
| 1Y | -5.6% | +255.9% | -261.5% | -32.5% |
| 3Y | +36.1% | +60.2% | -24.1% | +5.6% |
| 5Y | +82.7% | -65.1% | +147.8% | +76.4% |
| All | +465.4% | +7.8% | +457.6% | +289.1% |
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