+2,909.9%
TSM vs ARES
+1,196.0%
+1,713.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.2% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +3.6% | +0.3% | +3.3% | +3.3% |
| 3M | -3.4% | +8.5% | -11.8% | -6.7% |
| 6M | +20.6% | +23.5% | -2.9% | +10.5% |
| YTD | +41.9% | -11.2% | +53.1% | +44.6% |
| 1Y | +84.4% | -19.3% | +103.7% | +93.3% |
| 3Y | +380.2% | +48.7% | +331.6% | +306.9% |
| 5Y | +275.3% | +106.5% | +168.8% | +181.0% |
| 10Y | +1,751.4% | +1,055.3% | +696.1% | +876.0% |
| All | +2,909.9% | +1,196.0% | +1,713.9% | +1,413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling