+73.8%
TFC vs ARES
+1,112.4%
-1,038.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | +9.7% | +19.7% | -10.0% | +1.4% |
| 3M | -4.8% | -9.0% | +4.2% | -1.3% |
| 6M | +8.4% | +11.5% | -3.1% | +1.9% |
| YTD | +4.7% | -13.8% | +18.5% | +7.8% |
| 1Y | +15.0% | -5.6% | +20.5% | +13.2% |
| 3Y | +93.9% | +36.1% | +57.8% | +56.0% |
| 5Y | +0.6% | +82.7% | -82.0% | -31.4% |
| All | +73.8% | +1,112.4% | -1,038.6% | -35.7% |
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 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