+1,502.2%
TSM vs ARES
+1,313.3%
+188.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.9% |
| 7D | -2.5% | +5.0% | -7.5% | -4.4% |
| 30D | -14.3% | +19.1% | -33.3% | -20.1% |
| 3M | -7.2% | +3.1% | -10.3% | -8.9% |
| 6M | -5.1% | +12.9% | -18.0% | -10.6% |
| YTD | +28.9% | -10.7% | +39.5% | +30.7% |
| 1Y | +37.1% | -5.5% | +42.6% | +35.6% |
| 3Y | +341.5% | +45.0% | +296.5% | +265.8% |
| 5Y | +245.7% | +87.4% | +158.3% | +152.8% |
| 10Y | +1,502.2% | +1,267.4% | +234.8% | +737.6% |
| All | +1,502.2% | +1,313.3% | +188.9% | +737.6% |
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