+1,643.1%
TSM vs ARES
+1,112.4%
+530.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | +6.2% | +0.5% | +5.7% | +6.0% |
| 30D | -7.3% | +19.7% | -26.9% | -13.9% |
| 3M | -7.1% | -9.0% | +1.8% | -4.3% |
| 6M | +0.2% | +11.5% | -11.3% | -5.3% |
| YTD | +32.2% | -13.8% | +46.1% | +36.0% |
| 1Y | +42.8% | -5.6% | +48.4% | +41.0% |
| 3Y | +330.4% | +36.1% | +294.3% | +263.7% |
| 5Y | +263.9% | +82.7% | +181.2% | +167.0% |
| All | +1,643.1% | +1,112.4% | +530.6% | +759.8% |
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