+95.1%
TFC vs OWL
-8.9%
+104.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.6% |
| 30D | +7.8% | +11.6% | -3.8% | +3.9% |
| 3M | -3.0% | -13.8% | +10.8% | +1.0% |
| 6M | +5.8% | +7.8% | -2.0% | +1.6% |
| YTD | +5.3% | -25.8% | +31.1% | +15.0% |
| 1Y | +15.7% | -26.5% | +42.2% | +26.3% |
| All | +95.1% | -8.9% | +104.0% | +70.5% |
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