+1,557.0%
TTMI vs ARES
+1,196.0%
+361.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.2% |
| 7D | +5.9% | -1.7% | +7.5% | +6.5% |
| 30D | -4.3% | +0.3% | -4.6% | -4.7% |
| 3M | -32.0% | +8.5% | -40.5% | -34.8% |
| 6M | +19.5% | +23.5% | -4.0% | +7.4% |
| YTD | +82.0% | -11.2% | +93.3% | +84.4% |
| 1Y | +172.6% | -19.3% | +191.9% | +187.1% |
| 3Y | +744.7% | +48.7% | +696.0% | +585.8% |
| 5Y | +805.6% | +106.5% | +699.0% | +526.3% |
| 10Y | +1,057.6% | +1,055.3% | +2.3% | +345.7% |
| All | +1,557.0% | +1,196.0% | +361.0% | +491.1% |
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