+1,121.7%
ARES vs TXT
+117.8%
+1,004.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.1% |
| 7D | +4.5% | -2.5% | +7.1% | +5.8% |
| 30D | +15.7% | +14.4% | +1.4% | +8.2% |
| 3M | -2.0% | -4.9% | +2.9% | -0.1% |
| 6M | +10.4% | -10.2% | +20.6% | +15.4% |
| YTD | -14.2% | -4.1% | -10.1% | -14.0% |
| 1Y | -7.8% | +4.0% | -11.7% | -11.1% |
| 3Y | +41.4% | +8.0% | +33.4% | +32.8% |
| 5Y | +83.7% | +8.4% | +75.2% | +71.6% |
| 10Y | +1,204.1% | +116.6% | +1,087.5% | +748.5% |
| All | +1,121.7% | +117.8% | +1,004.0% | +683.3% |
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