+28.5%
OWL vs TMF
-90.0%
+118.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +9.3% | +16.3% | -7.0% | +8.7% |
| 3M | -11.0% | -2.7% | -8.3% | -10.9% |
| 6M | +2.4% | -13.2% | +15.6% | +2.7% |
| YTD | -26.2% | -16.7% | -9.5% | -25.9% |
| 1Y | -27.4% | -22.7% | -4.7% | -27.2% |
| 3Y | -8.7% | -26.1% | +17.4% | -9.0% |
| 5Y | -19.3% | -88.4% | +69.1% | -24.4% |
| All | +28.5% | -90.0% | +118.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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