+46.6%
TFC vs OWL
+38.2%
+8.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +2.4% | -2.2% | +4.7% | +3.1% |
| 30D | -1.3% | +3.7% | -5.0% | -2.8% |
| 3M | +6.1% | +17.5% | -11.5% | -0.3% |
| 6M | +7.3% | +18.5% | -11.2% | -0.4% |
| YTD | +8.2% | -16.3% | +24.5% | +12.5% |
| 1Y | +14.4% | -29.7% | +44.2% | +25.6% |
| 3Y | +93.7% | +14.2% | +79.6% | +76.3% |
| 5Y | +16.4% | +2.5% | +13.9% | +3.6% |
| All | +46.6% | +38.2% | +8.4% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling