+16.3%
TFC vs OWL
-36.7%
+53.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.9% |
| 7D | -2.5% | -11.9% | +9.4% | -0.7% |
| 30D | -2.8% | -13.7% | +10.9% | -0.8% |
| 3M | +2.1% | +12.3% | -10.1% | 0.0% |
| 6M | +10.1% | +15.0% | -4.9% | +7.1% |
| YTD | +5.4% | -25.7% | +31.2% | +11.8% |
| 1Y | +16.3% | -39.5% | +55.8% | +25.3% |
| All | +16.3% | -36.7% | +53.1% | +25.3% |
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