+29.3%
OWL vs TDY
+52.9%
-23.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -11.9% | -1.9% | -10.0% | -10.9% |
| 30D | -13.7% | -12.5% | -1.2% | -6.8% |
| 3M | +12.3% | -0.8% | +13.1% | +12.5% |
| 6M | +15.0% | -9.0% | +24.0% | +20.2% |
| YTD | -25.7% | +16.8% | -42.5% | -34.6% |
| 1Y | -39.5% | +9.5% | -48.9% | -44.5% |
| 3Y | +0.9% | +45.4% | -44.5% | -22.1% |
| 5Y | -16.5% | +37.8% | -54.4% | -35.8% |
| All | +29.3% | +52.9% | -23.6% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling