+1,729.3%
TSEM vs ARES
+1,157.9%
+571.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -7.3% |
| 7D | +7.0% | +0.5% | +6.5% | +6.8% |
| 30D | -29.8% | +19.7% | -49.4% | -34.5% |
| 3M | -41.9% | -9.0% | -33.0% | -40.5% |
| 6M | -45.8% | +11.5% | -57.3% | -48.6% |
| YTD | +25.1% | -13.8% | +38.9% | +27.4% |
| 1Y | +48.2% | -5.6% | +53.8% | +46.1% |
| 3Y | +476.5% | +36.1% | +440.4% | +402.6% |
| 5Y | +301.4% | +82.7% | +218.8% | +206.7% |
| 10Y | +812.9% | +1,101.7% | -288.8% | +295.1% |
| All | +1,729.3% | +1,157.9% | +571.4% | +625.1% |
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 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