-28.2%
OWL vs TMF
-88.0%
+59.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | +7.8% | +19.7% | -11.9% | +7.0% |
| 3M | -12.7% | -2.1% | -10.6% | -12.6% |
| 6M | -2.8% | -13.4% | +10.6% | -2.5% |
| YTD | -30.1% | -16.7% | -13.3% | -29.8% |
| 1Y | -29.1% | -23.3% | -5.7% | -28.7% |
| 3Y | -12.3% | -24.8% | +12.5% | -12.7% |
| All | -28.2% | -88.0% | +59.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling