-80.6%
TTD vs ARES
+105.3%
-185.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | +1.7% | -0.3% | +2.1% | +2.0% |
| 30D | +1.6% | +1.3% | +0.3% | +0.6% |
| 3M | -27.8% | +10.4% | -38.2% | -33.8% |
| 6M | -52.1% | +29.0% | -81.1% | -62.0% |
| YTD | -63.1% | -12.2% | -50.9% | -60.5% |
| 1Y | -73.1% | -18.4% | -54.6% | -70.1% |
| 3Y | -83.3% | +43.2% | -126.5% | -90.4% |
| 5Y | -80.6% | +102.6% | -183.2% | -92.4% |
| All | -80.6% | +105.3% | -185.9% | -92.4% |
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