+2,668.9%
TSEM vs ARES
+1,196.0%
+1,472.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.2% |
| 7D | +6.9% | -1.7% | +8.6% | +7.5% |
| 30D | +5.3% | +0.3% | +5.0% | +4.8% |
| 3M | -14.9% | +8.5% | -23.4% | -17.8% |
| 6M | +80.0% | +23.5% | +56.6% | +65.1% |
| YTD | +89.4% | -11.2% | +100.6% | +92.2% |
| 1Y | +253.1% | -19.3% | +272.4% | +269.1% |
| 3Y | +642.1% | +48.7% | +593.5% | +531.9% |
| 5Y | +659.1% | +106.5% | +552.6% | +459.0% |
| 10Y | +1,291.4% | +1,055.3% | +236.0% | +507.0% |
| All | +2,668.9% | +1,196.0% | +1,472.9% | +993.8% |
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