-26.5%
TMUS vs OWL
-29.1%
+2.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | +0.1% | -2.2% | +2.3% | 0.0% |
| 30D | +5.3% | +3.7% | +1.6% | +5.5% |
| 3M | +3.1% | +17.5% | -14.4% | +3.8% |
| 6M | -16.5% | +18.5% | -35.0% | -16.0% |
| YTD | -9.2% | -16.3% | +7.2% | -9.3% |
| 1Y | -26.5% | -29.7% | +3.2% | -26.4% |
| All | -26.5% | -29.1% | +2.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling