+44.2%
TMUS vs OWL
+27.7%
+16.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | -5.3% | -6.4% | +1.1% | -4.8% |
| 30D | +0.1% | -5.0% | +5.1% | +0.5% |
| 3M | -0.6% | +15.4% | -16.0% | -1.9% |
| 6M | -17.5% | +15.5% | -33.0% | -18.9% |
| YTD | -11.3% | -22.7% | +11.4% | -9.6% |
| 1Y | -25.4% | -34.1% | +8.7% | -22.9% |
| 3Y | +35.5% | +5.1% | +30.4% | +30.0% |
| 5Y | +41.9% | -11.5% | +53.4% | +33.4% |
| All | +44.2% | +27.7% | +16.4% | +31.1% |
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 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