+96.7%
TFC vs OWL
+9.9%
+86.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.7% |
| 7D | +2.2% | -3.9% | +6.2% | +3.5% |
| 30D | -2.5% | -3.7% | +1.2% | -1.7% |
| 3M | +4.5% | +21.4% | -16.8% | -2.7% |
| 6M | +11.0% | +18.3% | -7.4% | +3.1% |
| YTD | +5.9% | -20.1% | +26.0% | +13.3% |
| 1Y | +14.6% | -32.8% | +47.4% | +30.3% |
| 3Y | +96.7% | +8.6% | +88.2% | +77.4% |
| All | +96.7% | +9.9% | +86.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling