-52.1%
TSLL vs ARES
+120.0%
-172.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +6.4% |
| 7D | -14.3% | +5.0% | -19.3% | -18.6% |
| 30D | -6.2% | +19.1% | -25.2% | -23.0% |
| 3M | +21.2% | +3.1% | +18.1% | +16.7% |
| 6M | -36.6% | +12.9% | -49.4% | -45.9% |
| YTD | -47.8% | -10.7% | -37.1% | -44.0% |
| 1Y | -45.2% | -5.5% | -39.7% | -45.5% |
| 3Y | -3.3% | +45.0% | -48.2% | -33.6% |
| All | -52.1% | +120.0% | -172.1% | -79.6% |
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