+217.2%
TSCO vs ARES
+1,181.8%
-964.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +2.8% | +1.3% | +1.5% | +2.5% |
| 3M | +17.9% | +10.4% | +7.5% | +15.4% |
| 6M | -28.6% | +29.0% | -57.6% | -32.4% |
| YTD | -28.0% | -12.2% | -15.9% | -27.2% |
| 1Y | -39.9% | -18.4% | -21.4% | -38.5% |
| 3Y | -14.0% | +43.2% | -57.2% | -23.4% |
| 5Y | -2.9% | +102.6% | -105.5% | -21.5% |
| 10Y | +199.5% | +1,029.6% | -830.1% | +85.2% |
| All | +217.2% | +1,181.8% | -964.6% | +91.3% |
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