+379.4%
TTD vs ARES
+992.6%
-613.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | +6.3% | -1.7% | +8.0% | +7.5% |
| 30D | -23.9% | +0.3% | -24.2% | -23.8% |
| 3M | -31.4% | +8.5% | -39.9% | -35.5% |
| 6M | -42.7% | +23.5% | -66.1% | -51.5% |
| YTD | -62.0% | -11.2% | -50.8% | -60.2% |
| 1Y | -72.2% | -19.3% | -52.9% | -69.5% |
| 3Y | -81.9% | +48.7% | -130.6% | -87.8% |
| 5Y | -81.5% | +106.5% | -188.1% | -89.8% |
| All | +379.4% | +992.6% | -613.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling