+1.7%
OWL vs TNA
+101.9%
-100.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | -10.1% | -7.3% | -2.9% | -7.5% |
| 30D | -11.9% | -14.2% | +2.2% | -6.7% |
| 3M | +10.7% | -4.6% | +15.3% | +12.4% |
| 6M | +22.1% | +36.9% | -14.8% | +6.5% |
| YTD | -24.8% | +42.5% | -67.4% | -35.6% |
| 1Y | -39.2% | +45.8% | -85.0% | -48.8% |
| 3Y | +1.7% | +104.7% | -102.9% | -27.8% |
| All | +1.7% | +101.9% | -100.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling