+0.5%
OWL vs TCOM
+7.1%
-6.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -11.9% | -6.5% | -5.4% | -10.8% |
| 30D | -13.7% | -16.2% | +2.5% | -10.8% |
| 3M | +12.3% | -19.3% | +31.6% | +16.4% |
| 6M | +15.0% | -27.2% | +42.2% | +21.9% |
| YTD | -25.7% | -46.2% | +20.5% | -17.2% |
| 1Y | -39.5% | -46.6% | +7.1% | -32.4% |
| All | +0.5% | +7.1% | -6.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling