+34.6%
OWL vs TRI
+34.2%
+0.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -2.4% |
| 7D | -6.4% | -8.4% | +2.0% | -2.9% |
| 30D | -5.0% | -6.5% | +1.5% | -2.4% |
| 3M | +15.4% | +18.6% | -3.2% | +4.3% |
| 6M | +15.5% | -10.4% | +25.9% | +19.1% |
| YTD | -22.7% | -23.7% | +1.0% | -14.0% |
| 1Y | -34.1% | -42.5% | +8.4% | -15.2% |
| 3Y | +5.1% | -19.3% | +24.4% | +5.0% |
| 5Y | -11.5% | -9.7% | -1.8% | -24.6% |
| All | +34.6% | +34.2% | +0.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 all: compounded portfolio wealth divided by compounded TRI 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…
all analysis · Full analysis span regression · 6 months rolling