-34.1%
OWL vs TAP
-19.6%
-14.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | -6.4% | -5.1% | -1.3% | -6.4% |
| 30D | -5.0% | -8.4% | +3.5% | -5.1% |
| 3M | +15.4% | -3.9% | +19.3% | +15.6% |
| 6M | +15.5% | -14.4% | +29.9% | +14.3% |
| YTD | -22.7% | -14.7% | -7.9% | -22.7% |
| 1Y | -34.1% | -18.7% | -15.4% | -37.6% |
| All | -34.1% | -19.6% | -14.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling