+91.5%
TT vs ARES
+37.5%
+54.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +4.0% | +0.5% | +3.6% | +3.9% |
| 30D | -11.3% | +19.7% | -31.0% | -15.6% |
| 3M | -12.3% | -9.0% | -3.3% | -10.3% |
| 6M | -10.8% | +11.5% | -22.4% | -14.1% |
| YTD | +8.2% | -13.8% | +22.0% | +11.4% |
| 1Y | +1.5% | -5.6% | +7.1% | +0.9% |
| 3Y | +91.5% | +36.1% | +55.4% | +68.8% |
| All | +91.5% | +37.5% | +54.0% | +68.8% |
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