+10.6%
TMO vs ARES
+94.4%
-83.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.6% | -6.1% | +5.4% | +1.0% |
| 30D | +1.1% | -7.5% | +8.7% | +3.2% |
| 3M | +28.3% | +0.1% | +28.2% | +27.5% |
| 6M | +23.3% | +30.3% | -7.0% | +13.2% |
| YTD | +5.5% | -16.6% | +22.1% | +9.1% |
| 1Y | +24.5% | -26.1% | +50.6% | +32.9% |
| 3Y | +19.6% | +36.4% | -16.9% | +0.9% |
| All | +10.6% | +94.4% | -83.8% | -21.8% |
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