+14.0%
TFC vs OWL
-30.3%
+44.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +8.6% | +7.3% | +1.3% | +7.6% |
| 3M | -4.3% | -16.8% | +12.5% | -2.4% |
| 6M | +5.4% | +4.0% | +1.4% | +4.3% |
| YTD | +4.5% | -29.0% | +33.5% | +10.0% |
| 1Y | +14.0% | -29.7% | +43.7% | +19.7% |
| All | +14.0% | -30.3% | +44.3% | +19.7% |
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