+38.2%
TMUS vs OWL
+17.3%
+20.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | +7.7% | +13.4% | -5.7% | +6.6% |
| 3M | -6.8% | -21.2% | +14.5% | -5.1% |
| 6M | -9.7% | +4.0% | -13.7% | -10.3% |
| YTD | -15.0% | -29.0% | +14.0% | -12.8% |
| 1Y | -19.1% | -28.4% | +9.3% | -17.3% |
| 3Y | +21.4% | -14.5% | +35.9% | +19.0% |
| 5Y | +51.2% | -21.5% | +72.6% | +43.2% |
| All | +38.2% | +17.3% | +20.9% | +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 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