+1,164.6%
ARES vs TXT
+106.1%
+1,058.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | -4.8% | +3.1% | +0.6% |
| 30D | +0.3% | -10.6% | +10.9% | +5.6% |
| 3M | +8.5% | -13.2% | +21.7% | +15.6% |
| 6M | +23.5% | -20.3% | +43.8% | +36.6% |
| YTD | -11.2% | -9.3% | -2.0% | -8.3% |
| 1Y | -19.3% | -2.7% | -16.6% | -19.5% |
| 3Y | +48.7% | +1.4% | +47.3% | +44.3% |
| 5Y | +106.5% | +9.6% | +97.0% | +93.4% |
| 10Y | +1,055.3% | +94.9% | +960.4% | +682.8% |
| All | +1,164.6% | +106.1% | +1,058.6% | +735.3% |
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