+1,077.8%
TT vs ARES
+1,196.0%
-118.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | -7.2% | +0.3% | -7.4% | -7.4% |
| 3M | -3.0% | +8.5% | -11.4% | -6.0% |
| 6M | +1.4% | +23.5% | -22.1% | -6.7% |
| YTD | +15.9% | -11.2% | +27.1% | +17.6% |
| 1Y | +9.4% | -19.3% | +28.7% | +13.9% |
| 3Y | +124.4% | +48.7% | +75.7% | +86.3% |
| 5Y | +138.0% | +106.5% | +31.5% | +72.5% |
| 10Y | +886.4% | +1,055.3% | -169.0% | +357.9% |
| All | +1,077.8% | +1,196.0% | -118.2% | +417.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling