+999.8%
ARES vs TXT
+100.3%
+899.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -2.4% | -10.4% | +8.0% | +3.2% |
| 3M | +3.9% | -14.3% | +18.3% | +12.1% |
| 6M | +26.4% | -15.1% | +41.5% | +36.3% |
| YTD | -14.9% | -8.3% | -6.6% | -12.4% |
| 1Y | -20.4% | -0.7% | -19.7% | -21.6% |
| 3Y | +38.8% | +6.0% | +32.8% | +31.0% |
| 5Y | +97.0% | +12.5% | +84.5% | +80.2% |
| 10Y | +999.8% | +103.2% | +896.6% | +611.9% |
| All | +999.8% | +100.3% | +899.5% | +611.9% |
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