+97.2%
TFC vs ARES
+1,006.5%
-909.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | -2.3% | -2.4% | +0.1% | -1.6% |
| 3M | +2.5% | +3.9% | -1.5% | -0.2% |
| 6M | +9.5% | +26.4% | -16.9% | -3.1% |
| YTD | +5.1% | -14.9% | +19.9% | +9.0% |
| 1Y | +15.5% | -20.4% | +35.9% | +22.5% |
| 3Y | +95.2% | +38.8% | +56.4% | +57.1% |
| 5Y | +14.5% | +97.0% | -82.5% | -23.5% |
| 10Y | +97.2% | +999.8% | -902.6% | -23.6% |
| All | +97.2% | +1,006.5% | -909.3% | -23.6% |
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