-18.4%
TSLL vs ARES
+37.4%
-55.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.4% |
| 7D | -21.2% | +4.5% | -25.8% | -25.1% |
| 30D | -13.3% | +15.7% | -29.0% | -26.8% |
| 3M | +15.4% | -2.0% | +17.4% | +17.1% |
| 6M | -34.2% | +10.4% | -44.6% | -42.6% |
| YTD | -52.9% | -14.2% | -38.7% | -46.4% |
| 1Y | -54.3% | -7.8% | -46.6% | -53.5% |
| 3Y | -18.4% | +41.4% | -59.8% | -20.9% |
| All | -18.4% | +37.4% | -55.8% | -20.9% |
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