+32.5%
TMO vs OWL
+24.2%
+8.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -0.6% | -10.1% | +9.5% | +1.3% |
| 30D | +1.1% | -11.9% | +13.1% | +3.4% |
| 3M | +28.3% | +10.7% | +17.6% | +25.2% |
| 6M | +23.3% | +22.1% | +1.1% | +17.6% |
| YTD | +5.5% | -24.8% | +30.3% | +10.0% |
| 1Y | +24.5% | -39.2% | +63.7% | +34.5% |
| 3Y | +19.6% | +1.7% | +17.8% | +14.0% |
| 5Y | +8.1% | -15.5% | +23.6% | 0.0% |
| All | +32.5% | +24.2% | +8.3% | +22.9% |
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