+0.5%
OWL vs TD
+125.8%
-125.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.5% |
| 7D | -11.9% | -2.6% | -9.3% | -10.4% |
| 30D | -13.7% | -1.0% | -12.7% | -13.2% |
| 3M | +12.3% | +5.6% | +6.6% | +7.9% |
| 6M | +15.0% | +27.1% | -12.1% | -2.5% |
| YTD | -25.7% | +29.4% | -55.1% | -37.7% |
| 1Y | -39.5% | +60.7% | -100.2% | -56.0% |
| All | +0.5% | +125.8% | -125.3% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling