+430.0%
TRV vs ARES
+1,196.0%
-766.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.1% |
| 7D | -0.1% | -1.7% | +1.5% | +0.2% |
| 30D | -3.4% | +0.3% | -3.7% | -3.6% |
| 3M | +26.4% | +8.5% | +17.9% | +23.8% |
| 6M | +19.3% | +23.5% | -4.2% | +13.2% |
| YTD | +28.3% | -11.2% | +39.6% | +29.4% |
| 1Y | +34.3% | -19.3% | +53.6% | +37.7% |
| 3Y | +140.1% | +48.7% | +91.5% | +109.7% |
| 5Y | +155.7% | +106.5% | +49.2% | +100.5% |
| 10Y | +285.5% | +1,055.3% | -769.8% | +115.9% |
| All | +430.0% | +1,196.0% | -766.0% | +187.8% |
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 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