+1,089.9%
ARES vs TXT
+90.9%
+999.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.4% |
| 7D | -0.3% | -1.1% | +0.8% | +0.3% |
| 30D | +15.3% | +13.3% | +2.0% | +7.7% |
| 3M | -5.4% | -5.1% | -0.2% | -3.2% |
| 6M | +10.0% | -7.1% | +17.1% | +13.4% |
| YTD | -14.7% | -3.2% | -11.5% | -14.9% |
| 1Y | -9.7% | +2.3% | -12.0% | -12.6% |
| 3Y | +35.8% | +11.1% | +24.7% | +24.6% |
| 5Y | +80.9% | +10.0% | +70.9% | +66.1% |
| All | +1,089.9% | +90.9% | +999.0% | +700.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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