-19.7%
TSCO vs ARES
+35.4%
-55.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.7% | -6.1% | +0.4% | -5.0% |
| 30D | -8.8% | -7.5% | -1.2% | -7.9% |
| 3M | +6.3% | +0.1% | +6.2% | +6.2% |
| 6M | -32.3% | +30.3% | -62.5% | -34.4% |
| YTD | -32.7% | -16.6% | -16.1% | -31.6% |
| 1Y | -43.7% | -26.1% | -17.6% | -41.8% |
| 3Y | -19.7% | +36.4% | -56.1% | -26.1% |
| All | -19.7% | +35.4% | -55.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling