+39.1%
OWL vs TCOM
+22.6%
+16.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -3.9% | -7.6% | +3.7% | -2.6% |
| 30D | -3.7% | -12.2% | +8.6% | -1.4% |
| 3M | +21.4% | -14.2% | +35.6% | +24.3% |
| 6M | +18.3% | -25.0% | +43.3% | +24.3% |
| YTD | -20.1% | -43.7% | +23.6% | -12.0% |
| 1Y | -32.8% | -44.5% | +11.8% | -25.8% |
| 3Y | +8.6% | +13.4% | -4.9% | +2.5% |
| 5Y | -4.5% | +26.5% | -30.9% | -20.7% |
| All | +39.1% | +22.6% | +16.5% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling