-55.4%
TSLL vs ARES
+118.6%
-174.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -10.8% |
| 7D | +1.9% | -1.7% | +3.6% | +4.3% |
| 30D | +17.8% | +0.3% | +17.5% | +18.0% |
| 3M | -37.0% | +8.5% | -45.5% | -42.7% |
| 6M | -37.7% | +23.5% | -61.1% | -52.3% |
| YTD | -51.4% | -11.2% | -40.1% | -47.0% |
| 1Y | -23.4% | -19.3% | -4.1% | -7.6% |
| 3Y | -30.8% | +48.7% | -79.4% | -53.4% |
| All | -55.4% | +118.6% | -174.0% | -80.7% |
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