+537.0%
TDG vs ARES
+979.8%
-442.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -1.9% | -6.1% | +4.2% | +0.4% |
| 30D | -7.7% | -7.5% | -0.2% | -5.1% |
| 3M | -9.3% | +0.1% | -9.4% | -10.0% |
| 6M | -9.4% | +30.3% | -39.6% | -19.3% |
| YTD | -14.3% | -16.6% | +2.4% | -10.3% |
| 1Y | -11.8% | -26.1% | +14.3% | -4.1% |
| 3Y | +52.0% | +36.4% | +15.5% | +23.3% |
| 5Y | +128.8% | +95.0% | +33.9% | +54.7% |
| All | +537.0% | +979.8% | -442.8% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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