-16.5%
OWL vs TRGP
+627.0%
-643.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.9% | -0.6% | -11.4% | -11.7% |
| 30D | -13.7% | +10.0% | -23.7% | -18.1% |
| 3M | +12.3% | +7.6% | +4.6% | +6.7% |
| 6M | +15.0% | +26.8% | -11.8% | -0.7% |
| YTD | -25.7% | +60.6% | -86.3% | -44.2% |
| 1Y | -39.5% | +82.5% | -122.0% | -58.1% |
| 3Y | +0.9% | +265.0% | -264.1% | -50.4% |
| 5Y | -16.5% | +645.9% | -662.4% | -72.3% |
| All | -16.5% | +627.0% | -643.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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