+23.6%
OWL vs TRMB
-12.9%
+36.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +1.5% | +2.8% | -1.3% | -0.2% |
| 30D | +13.4% | -5.9% | +19.3% | +15.4% |
| 3M | -21.2% | -3.3% | -17.9% | -21.4% |
| 6M | +4.0% | +1.3% | +2.7% | +0.1% |
| YTD | -29.0% | -29.0% | 0.0% | -14.1% |
| 1Y | -28.4% | -27.8% | -0.7% | -14.4% |
| 3Y | -14.5% | +36.3% | -50.8% | -29.8% |
| 5Y | -21.5% | -35.8% | +14.4% | -10.2% |
| All | +23.6% | -12.9% | +36.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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