+1,157.4%
ARES vs TXT
+124.0%
+1,033.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +0.8% | -0.8% | +1.6% | +1.2% |
| 30D | +16.7% | +13.4% | +3.3% | +9.6% |
| 3M | -2.6% | -2.5% | -0.1% | -1.9% |
| 6M | +13.0% | -6.2% | +19.1% | +15.6% |
| YTD | -11.7% | -1.3% | -10.4% | -12.6% |
| 1Y | -6.7% | +4.3% | -11.0% | -10.2% |
| 3Y | +40.5% | +13.2% | +27.3% | +29.1% |
| 5Y | +88.2% | +12.4% | +75.8% | +73.1% |
| 10Y | +1,131.0% | +94.8% | +1,036.2% | +713.9% |
| All | +1,157.4% | +124.0% | +1,033.4% | +695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling