+1,815.4%
TSM vs ARES
+1,006.5%
+808.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.3% |
| 7D | +4.8% | -2.7% | +7.5% | +5.8% |
| 30D | +4.0% | -2.4% | +6.4% | +4.8% |
| 3M | +2.0% | +3.9% | -1.9% | -0.3% |
| 6M | +25.5% | +26.4% | -0.9% | +13.0% |
| YTD | +44.0% | -14.9% | +58.9% | +49.3% |
| 1Y | +75.4% | -20.4% | +95.8% | +85.7% |
| 3Y | +406.7% | +38.8% | +368.0% | +331.0% |
| 5Y | +285.0% | +97.0% | +188.0% | +182.1% |
| 10Y | +1,815.4% | +999.8% | +815.6% | +927.9% |
| All | +1,815.4% | +1,006.5% | +808.9% | +927.9% |
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 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