+916.6%
TTWO vs ARES
+1,142.5%
-226.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | -2.3% | -2.7% | +0.4% | -1.7% |
| 30D | -16.7% | -2.4% | -14.3% | -16.4% |
| 3M | -0.4% | +3.9% | -4.3% | -1.9% |
| 6M | -1.6% | +26.4% | -28.0% | -8.2% |
| YTD | -17.5% | -14.9% | -2.6% | -15.5% |
| 1Y | -14.8% | -20.4% | +5.6% | -11.7% |
| 3Y | +47.9% | +38.8% | +9.1% | +29.6% |
| 5Y | +34.5% | +97.0% | -62.5% | +5.4% |
| 10Y | +394.0% | +999.8% | -605.8% | +174.5% |
| All | +916.6% | +1,142.5% | -226.0% | +461.5% |
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