-16.9%
OWL vs TDY
+39.0%
-55.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.4% |
| 7D | -10.1% | -1.1% | -9.0% | -9.4% |
| 30D | -11.9% | -12.0% | +0.1% | -4.0% |
| 3M | +10.7% | -3.2% | +13.9% | +12.9% |
| 6M | +22.1% | -7.9% | +30.0% | +27.4% |
| YTD | -24.8% | +18.2% | -43.0% | -36.3% |
| 1Y | -39.2% | +6.7% | -45.9% | -44.2% |
| 3Y | +1.7% | +47.5% | -45.8% | -27.9% |
| All | -16.9% | +39.0% | -55.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling