-10.3%
TSCO vs ARES
+90.2%
-100.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -3.1% | -7.7% | +4.6% | -1.7% |
| 30D | -4.4% | -8.7% | +4.4% | -2.8% |
| 3M | +9.7% | +2.8% | +6.9% | +8.8% |
| 6M | -32.4% | +23.1% | -55.5% | -35.4% |
| YTD | -31.7% | -17.3% | -14.4% | -29.9% |
| 1Y | -41.3% | -24.3% | -17.0% | -38.7% |
| 3Y | -18.3% | +34.9% | -53.2% | -28.9% |
| 5Y | -10.3% | +93.5% | -103.7% | -33.8% |
| All | -10.3% | +90.2% | -100.5% | -33.8% |
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