+887.4%
TSEM vs ARES
+1,145.7%
-258.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +8.0% |
| 7D | +6.8% | +0.8% | +6.0% | +6.7% |
| 30D | -26.6% | +16.7% | -43.3% | -31.1% |
| 3M | -36.3% | -2.6% | -33.7% | -36.3% |
| 6M | -30.6% | +13.0% | -43.5% | -34.7% |
| YTD | +35.3% | -11.7% | +47.0% | +36.9% |
| 1Y | +59.2% | -6.7% | +65.9% | +57.7% |
| 3Y | +547.7% | +40.5% | +507.2% | +451.0% |
| 5Y | +337.5% | +88.2% | +249.3% | +222.3% |
| 10Y | +887.4% | +1,131.0% | -243.6% | +312.1% |
| All | +887.4% | +1,145.7% | -258.3% | +312.1% |
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 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