+7.5%
TGT vs OWL
+22.7%
-15.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.8% | -0.3% |
| 7D | -5.0% | -11.9% | +6.9% | -2.5% |
| 30D | +3.0% | -13.7% | +16.8% | +6.2% |
| 3M | +22.6% | +12.3% | +10.4% | +19.0% |
| 6M | +31.2% | +15.0% | +16.2% | +25.8% |
| YTD | +63.7% | -25.7% | +89.4% | +72.5% |
| 1Y | +78.5% | -39.5% | +118.0% | +96.3% |
| 3Y | +40.5% | +0.9% | +39.6% | +32.5% |
| 5Y | -25.6% | -16.5% | -9.0% | -31.3% |
| All | +7.5% | +22.7% | -15.2% | -6.2% |
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