-3.0%
TFC vs ARES
+83.4%
-86.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.2% | +4.5% | -3.3% | -0.6% |
| 30D | +8.3% | +15.7% | -7.4% | +2.1% |
| 3M | -5.2% | -2.0% | -3.2% | -4.8% |
| 6M | -0.8% | +10.4% | -11.2% | -6.0% |
| YTD | +3.4% | -14.2% | +17.7% | +7.3% |
| 1Y | +17.0% | -7.8% | +24.8% | +16.9% |
| 3Y | +86.2% | +41.4% | +44.8% | +47.4% |
| All | -3.0% | +83.4% | -86.4% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling