+322.0%
TSM vs ARES
+37.4%
+284.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -7.6% | +4.5% | -12.1% | -9.3% |
| 30D | -20.5% | +15.7% | -36.2% | -25.4% |
| 3M | -10.0% | -2.0% | -8.0% | -9.8% |
| 6M | -10.1% | +10.4% | -20.5% | -14.9% |
| YTD | +24.5% | -14.2% | +38.8% | +31.0% |
| 1Y | +31.2% | -7.8% | +38.9% | +32.1% |
| 3Y | +322.0% | +41.4% | +280.6% | +246.7% |
| All | +322.0% | +37.4% | +284.6% | +246.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling