+76.5%
TXN vs ARES
+35.4%
+41.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | -6.1% | +10.0% | +5.9% |
| 30D | -2.9% | -7.5% | +4.7% | -0.8% |
| 3M | -9.1% | +0.1% | -9.2% | -9.7% |
| 6M | +36.6% | +30.3% | +6.4% | +23.1% |
| YTD | +57.5% | -16.6% | +74.1% | +66.1% |
| 1Y | +49.5% | -26.1% | +75.6% | +65.2% |
| 3Y | +76.5% | +36.4% | +40.1% | +48.8% |
| All | +76.5% | +35.4% | +41.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling