+501.7%
TSEM vs ARES
+43.8%
+458.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -9.5% | +8.1% | -17.6% | -12.2% |
| 30D | -35.5% | +18.9% | -54.4% | -40.2% |
| 3M | -41.6% | +2.3% | -43.9% | -42.6% |
| 6M | -30.1% | +12.7% | -42.8% | -34.6% |
| YTD | +25.7% | -10.8% | +36.5% | +29.3% |
| 1Y | +50.5% | -5.3% | +55.8% | +49.6% |
| 3Y | +501.7% | +42.0% | +459.7% | +455.9% |
| All | +501.7% | +43.8% | +458.0% | +455.9% |
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