+37.5%
TMUS vs OWL
+22.8%
+14.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +9.5% | +1.1% | +8.4% | +9.4% |
| 30D | +13.8% | +10.0% | +3.8% | +12.8% |
| 3M | -4.6% | -8.7% | +4.1% | -4.0% |
| 6M | -11.7% | +3.1% | -14.8% | -12.2% |
| YTD | -15.4% | -25.6% | +10.3% | -13.6% |
| 1Y | -16.1% | -25.5% | +9.4% | -14.5% |
| 3Y | +20.5% | -9.4% | +29.9% | +17.5% |
| 5Y | +48.7% | -18.2% | +66.9% | +40.4% |
| All | +37.5% | +22.8% | +14.7% | +25.3% |
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