0.0%
TFC vs OWL
-18.7%
+18.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.5% |
| 30D | +7.8% | +11.6% | -3.8% | +3.0% |
| 3M | -3.0% | -13.8% | +10.8% | +1.8% |
| 6M | +5.8% | +7.8% | -2.0% | +0.7% |
| YTD | +5.3% | -25.8% | +31.1% | +15.0% |
| 1Y | +15.7% | -26.5% | +42.2% | +26.4% |
| 3Y | +94.8% | -9.6% | +104.4% | +83.5% |
| 5Y | 0.0% | -20.8% | +20.9% | -5.1% |
| All | 0.0% | -18.7% | +18.7% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling