+41.6%
TFC vs OWL
+17.3%
+24.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.6% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +8.6% | +7.3% | +1.3% | +5.8% |
| 3M | -4.3% | -16.8% | +12.5% | +0.8% |
| 6M | +5.4% | +4.0% | +1.4% | +2.3% |
| YTD | +4.5% | -29.0% | +33.5% | +14.0% |
| 1Y | +14.0% | -29.7% | +43.7% | +24.4% |
| 3Y | +93.4% | -13.5% | +106.9% | +92.1% |
| 5Y | +0.5% | -21.5% | +21.9% | -5.9% |
| All | +41.6% | +17.3% | +24.3% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling