+273.1%
TSM vs ARES
+105.6%
+167.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.4% |
| 30D | +3.6% | +0.3% | +3.3% | +3.2% |
| 3M | -3.4% | +8.5% | -11.8% | -7.7% |
| 6M | +20.6% | +23.5% | -2.9% | +7.6% |
| YTD | +41.9% | -11.2% | +53.1% | +46.1% |
| 1Y | +84.4% | -19.3% | +103.7% | +97.4% |
| 3Y | +380.2% | +48.7% | +331.6% | +272.9% |
| All | +273.1% | +105.6% | +167.5% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling