+43.3%
TFC vs OWL
+17.3%
+26.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | +1.5% | +0.7% | +1.7% |
| 30D | +10.8% | +13.4% | -2.6% | +6.1% |
| 3M | -3.8% | -21.2% | +17.5% | +3.2% |
| 6M | +9.6% | +4.0% | +5.6% | +6.3% |
| YTD | +5.8% | -29.0% | +34.8% | +15.4% |
| 1Y | +16.2% | -28.4% | +44.6% | +26.0% |
| 3Y | +96.0% | -14.5% | +110.5% | +95.5% |
| 5Y | +1.7% | -21.5% | +23.1% | -4.7% |
| All | +43.3% | +17.3% | +26.1% | +31.4% |
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