+7.6%
TGT vs OWL
+24.2%
-16.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -5.2% | -10.1% | +4.9% | -3.1% |
| 30D | +1.2% | -11.9% | +13.1% | +3.8% |
| 3M | +18.4% | +10.7% | +7.7% | +15.2% |
| 6M | +33.4% | +22.1% | +11.3% | +26.3% |
| YTD | +63.8% | -24.8% | +88.6% | +72.1% |
| 1Y | +77.2% | -39.2% | +116.4% | +94.7% |
| 3Y | +41.8% | +1.7% | +40.0% | +33.4% |
| 5Y | -25.5% | -15.5% | -10.0% | -31.4% |
| All | +7.6% | +24.2% | -16.6% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling