+1,070.7%
TDG vs ARES
+1,181.8%
-111.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -6.5% | +1.3% | -7.8% | -7.1% |
| 3M | -5.1% | +10.4% | -15.4% | -8.7% |
| 6M | -11.5% | +29.0% | -40.5% | -20.1% |
| YTD | -13.9% | -12.2% | -1.7% | -11.8% |
| 1Y | -11.5% | -18.4% | +7.0% | -7.7% |
| 3Y | +53.7% | +43.2% | +10.5% | +26.1% |
| 5Y | +135.5% | +102.6% | +32.9% | +65.8% |
| 10Y | +535.2% | +1,029.6% | -494.5% | +189.8% |
| All | +1,070.7% | +1,181.8% | -111.2% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling