-11.5%
OWL vs TRMB
-39.0%
+27.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.6% |
| 7D | -6.4% | -2.9% | -3.5% | -4.4% |
| 30D | -5.0% | -1.8% | -3.2% | -3.9% |
| 3M | +15.4% | +8.4% | +7.0% | +8.2% |
| 6M | +15.5% | -18.5% | +34.0% | +32.2% |
| YTD | -22.7% | -26.7% | +4.1% | -4.7% |
| 1Y | -34.1% | -28.3% | -5.8% | -17.6% |
| 3Y | +5.1% | +12.6% | -7.5% | -4.5% |
| 5Y | -11.5% | -38.7% | +27.2% | +11.9% |
| All | -11.5% | -39.0% | +27.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling