+1,282.5%
TSEM vs ARES
+979.8%
+302.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -4.9% | -6.1% | +1.2% | -2.7% |
| 30D | -18.7% | -7.5% | -11.2% | -16.7% |
| 3M | -18.1% | +0.1% | -18.2% | -18.8% |
| 6M | +77.1% | +30.3% | +46.8% | +58.6% |
| YTD | +80.1% | -16.6% | +96.8% | +87.2% |
| 1Y | +220.4% | -26.1% | +246.5% | +246.9% |
| 3Y | +650.1% | +36.4% | +613.6% | +553.6% |
| 5Y | +628.9% | +95.0% | +533.9% | +440.3% |
| All | +1,282.5% | +979.8% | +302.7% | +536.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling