+127.9%
TT vs ARES
+83.4%
+44.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.0% | +4.5% | -6.6% | -3.5% |
| 30D | -14.0% | +15.7% | -29.8% | -18.4% |
| 3M | -15.9% | -2.0% | -13.9% | -15.8% |
| 6M | -17.3% | +10.4% | -27.7% | -21.0% |
| YTD | +4.0% | -14.2% | +18.2% | +7.0% |
| 1Y | -7.1% | -7.8% | +0.6% | -7.4% |
| 3Y | +90.2% | +41.4% | +48.9% | +53.3% |
| All | +127.9% | +83.4% | +44.5% | +56.9% |
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 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