+412.3%
TTD vs ARES
+998.3%
-586.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +19.9% | +8.1% | +11.8% | +14.1% |
| 30D | +27.6% | +18.9% | +8.7% | +13.9% |
| 3M | +15.2% | +2.3% | +12.8% | +13.3% |
| 6M | -33.2% | +12.7% | -45.9% | -39.0% |
| YTD | -59.4% | -10.8% | -48.6% | -57.7% |
| 1Y | -64.4% | -5.3% | -59.0% | -64.5% |
| 3Y | -75.9% | +42.0% | -118.0% | -83.1% |
| 5Y | -82.6% | +88.3% | -170.9% | -89.9% |
| 10Y | +558.1% | +1,148.2% | -590.1% | +72.0% |
| All | +412.3% | +998.3% | -586.0% | +32.1% |
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