+30.9%
OWL vs TD
+166.8%
-135.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -9.7% |
| 30D | -11.9% | -1.9% | -10.0% | -10.7% |
| 3M | +10.7% | +4.8% | +6.0% | +6.6% |
| 6M | +22.1% | +28.0% | -5.9% | +0.8% |
| YTD | -24.8% | +30.3% | -55.1% | -38.8% |
| 1Y | -39.2% | +59.8% | -99.0% | -57.6% |
| 3Y | +1.7% | +124.7% | -122.9% | -46.1% |
| 5Y | -15.5% | +127.0% | -142.5% | -52.5% |
| All | +30.9% | +166.8% | -135.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling