+1,267.4%
ARES vs TXT
+115.3%
+1,152.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.0% |
| 7D | +5.0% | -3.5% | +8.5% | +6.9% |
| 30D | +19.1% | +15.2% | +3.9% | +10.3% |
| 3M | +3.1% | -4.5% | +7.5% | +5.0% |
| 6M | +12.9% | -6.1% | +19.0% | +15.6% |
| YTD | -10.7% | -2.0% | -8.7% | -11.5% |
| 1Y | -5.5% | +4.2% | -9.8% | -9.5% |
| 3Y | +45.0% | +14.4% | +30.6% | +31.0% |
| 5Y | +87.4% | +12.3% | +75.1% | +70.2% |
| 10Y | +1,267.4% | +101.8% | +1,165.6% | +734.4% |
| All | +1,267.4% | +115.3% | +1,152.1% | +734.4% |
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