+285.8%
TEL vs ARES
+1,112.4%
-826.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | +2.9% | +19.7% | -16.8% | -4.4% |
| 3M | +1.1% | -9.0% | +10.1% | +4.5% |
| 6M | +5.0% | +11.5% | -6.6% | -0.6% |
| YTD | -3.9% | -13.8% | +10.0% | -0.8% |
| 1Y | -7.4% | -5.6% | -1.9% | -8.2% |
| 3Y | +81.0% | +36.1% | +44.9% | +48.2% |
| 5Y | +42.3% | +82.7% | -40.4% | -0.6% |
| All | +285.8% | +1,112.4% | -826.7% | +61.5% |
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 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