+877.3%
TTMI vs ARES
+1,157.9%
-280.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.3% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | -28.3% | +19.7% | -48.0% | -34.2% |
| 3M | -46.7% | -9.0% | -37.7% | -45.4% |
| 6M | -56.1% | +11.5% | -67.7% | -59.1% |
| YTD | +7.4% | -13.8% | +21.2% | +8.7% |
| 1Y | +17.4% | -5.6% | +23.0% | +14.1% |
| 3Y | +429.1% | +36.1% | +393.0% | +339.2% |
| 5Y | +418.8% | +82.7% | +336.1% | +272.2% |
| 10Y | +411.2% | +1,101.7% | -690.4% | +94.5% |
| All | +877.3% | +1,157.9% | -280.6% | +248.4% |
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 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