+333.2%
TEL vs ARES
+1,181.8%
-848.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -4.9% | +1.3% | -6.2% | -5.4% |
| 3M | +0.1% | +10.4% | -10.3% | -3.8% |
| 6M | +0.4% | +29.0% | -28.7% | -9.6% |
| YTD | -8.9% | -12.2% | +3.3% | -6.7% |
| 1Y | -0.3% | -18.4% | +18.1% | +4.4% |
| 3Y | +67.6% | +43.2% | +24.4% | +39.4% |
| 5Y | +50.7% | +102.6% | -51.9% | +8.0% |
| 10Y | +288.6% | +1,029.6% | -741.0% | +82.1% |
| All | +333.2% | +1,181.8% | -848.6% | +92.7% |
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