+75.4%
TSM vs ARES
-20.5%
+96.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.1% |
| 7D | +4.8% | -2.7% | +7.5% | +5.4% |
| 30D | +4.0% | -2.4% | +6.4% | +4.5% |
| 3M | +2.0% | +3.9% | -1.9% | +0.8% |
| 6M | +25.5% | +26.4% | -0.9% | +18.4% |
| YTD | +44.0% | -14.9% | +58.9% | +48.8% |
| 1Y | +75.4% | -20.4% | +95.8% | +80.2% |
| All | +75.4% | -20.5% | +96.0% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling