+39.1%
OWL vs TPR
+352.1%
-313.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.1% |
| 7D | -3.9% | -3.4% | -0.6% | -2.7% |
| 30D | -3.7% | -27.3% | +23.6% | +7.1% |
| 3M | +21.4% | -16.2% | +37.6% | +27.3% |
| 6M | +18.3% | -17.9% | +36.2% | +23.8% |
| YTD | -20.1% | -7.1% | -13.0% | -20.8% |
| 1Y | -32.8% | +13.6% | -46.4% | -39.0% |
| 3Y | +8.6% | +293.7% | -285.2% | -42.6% |
| 5Y | -4.5% | +239.1% | -243.5% | -48.4% |
| All | +39.1% | +352.1% | -313.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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