+14.4%
TFC vs OWL
-29.1%
+43.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +2.4% | -2.2% | +4.7% | +2.7% |
| 30D | -1.3% | +3.7% | -5.0% | -2.0% |
| 3M | +6.1% | +17.5% | -11.5% | +3.2% |
| 6M | +7.3% | +18.5% | -11.2% | +4.5% |
| YTD | +8.2% | -16.3% | +24.5% | +12.4% |
| 1Y | +14.4% | -29.7% | +44.2% | +20.9% |
| All | +14.4% | -29.1% | +43.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling