+361.1%
TTD vs ARES
+947.5%
-586.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +1.0% |
| 7D | -4.6% | -2.7% | -1.9% | -2.8% |
| 30D | +3.7% | -2.4% | +6.0% | +5.4% |
| 3M | -30.2% | +3.9% | -34.1% | -32.5% |
| 6M | -51.4% | +26.4% | -77.8% | -59.6% |
| YTD | -63.4% | -14.9% | -48.6% | -60.6% |
| 1Y | -73.5% | -20.4% | -53.1% | -70.7% |
| 3Y | -83.5% | +38.8% | -122.2% | -88.2% |
| 5Y | -80.9% | +97.0% | -177.9% | -89.2% |
| All | +361.1% | +947.5% | -586.4% | +22.9% |
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 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