+15.6%
OWL vs TPR
+308.4%
-292.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | +3.7% | -23.0% | +26.7% | +11.5% |
| 3M | +17.5% | -12.5% | +30.0% | +20.4% |
| 6M | +18.5% | -21.4% | +40.0% | +25.3% |
| YTD | -16.3% | -3.5% | -12.8% | -18.6% |
| 1Y | -29.7% | +17.4% | -47.1% | -37.0% |
| All | +15.6% | +308.4% | -292.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling