+508.5%
TTD vs ARES
+1,112.4%
-604.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.7% |
| 7D | +21.3% | +0.5% | +20.8% | +21.2% |
| 30D | +28.7% | +19.7% | +9.1% | +14.1% |
| 3M | +7.7% | -9.0% | +16.7% | +14.6% |
| 6M | -23.5% | +11.5% | -35.0% | -29.9% |
| YTD | -58.7% | -13.8% | -44.9% | -55.9% |
| 1Y | -63.4% | -5.6% | -57.8% | -63.6% |
| 3Y | -75.3% | +36.1% | -111.4% | -82.4% |
| 5Y | -84.4% | +82.7% | -167.1% | -91.0% |
| All | +508.5% | +1,112.4% | -604.0% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling