+343.8%
TPR vs ARES
+1,202.8%
-859.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +12.1% | +8.1% | +3.9% | +8.0% |
| 30D | +16.7% | +18.9% | -2.3% | +7.5% |
| 3M | -17.4% | +2.3% | -19.7% | -19.3% |
| 6M | +2.3% | +12.7% | -10.4% | -5.5% |
| YTD | +7.1% | -10.8% | +17.9% | +7.9% |
| 1Y | +29.5% | -5.3% | +34.8% | +26.3% |
| 3Y | +415.0% | +42.0% | +373.0% | +297.4% |
| 5Y | +261.5% | +88.3% | +173.2% | +133.8% |
| 10Y | +383.3% | +1,148.2% | -764.9% | +66.4% |
| All | +343.8% | +1,202.8% | -859.0% | +43.1% |
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