+45.7%
OWL vs TD
+168.3%
-122.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.3% |
| 7D | -2.2% | +0.3% | -2.6% | -2.5% |
| 30D | +3.7% | +0.4% | +3.3% | +3.2% |
| 3M | +17.5% | +7.6% | +9.9% | +10.8% |
| 6M | +18.5% | +25.0% | -6.5% | -0.4% |
| YTD | -16.3% | +31.0% | -47.3% | -32.2% |
| 1Y | -29.7% | +65.2% | -94.9% | -52.3% |
| 3Y | +14.2% | +122.5% | -108.3% | -39.1% |
| 5Y | +2.5% | +124.8% | -122.3% | -42.3% |
| All | +45.7% | +168.3% | -122.6% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling