+686.5%
TXN vs ARES
+1,196.0%
-509.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | -6.9% | +0.3% | -7.2% | -7.2% |
| 3M | -14.9% | +8.5% | -23.4% | -17.6% |
| 6M | +29.0% | +23.5% | +5.5% | +18.2% |
| YTD | +51.5% | -11.2% | +62.7% | +53.7% |
| 1Y | +41.6% | -19.3% | +60.8% | +47.6% |
| 3Y | +65.8% | +48.7% | +17.2% | +37.3% |
| 5Y | +56.8% | +106.5% | -49.7% | +13.3% |
| 10Y | +387.5% | +1,055.3% | -667.9% | +131.4% |
| All | +686.5% | +1,196.0% | -509.5% | +253.9% |
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