-29.7%
OWL vs TCOM
-42.5%
+12.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.2% | -9.5% | +7.3% | -0.6% |
| 30D | +3.7% | -10.7% | +14.4% | +5.5% |
| 3M | +17.5% | -14.6% | +32.1% | +20.6% |
| 6M | +18.5% | -19.3% | +37.9% | +23.6% |
| YTD | -16.3% | -42.9% | +26.6% | -9.5% |
| 1Y | -29.7% | -43.8% | +14.1% | -24.2% |
| All | -29.7% | -42.5% | +12.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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