+679.5%
TSEM vs ARES
+47.3%
+632.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +10.4% | -0.3% | +10.8% | +10.5% |
| 30D | -12.9% | +1.3% | -14.2% | -13.8% |
| 3M | -9.2% | +10.4% | -19.5% | -13.8% |
| 6M | +98.8% | +29.0% | +69.8% | +74.2% |
| YTD | +87.2% | -12.2% | +99.4% | +94.3% |
| 1Y | +239.0% | -18.4% | +257.4% | +264.1% |
| 3Y | +679.5% | +43.2% | +636.3% | +579.5% |
| All | +679.5% | +47.3% | +632.2% | +579.5% |
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