-17.9%
TMUS vs OWL
-30.3%
+12.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.7% |
| 7D | +6.5% | +0.8% | +5.7% | +6.5% |
| 30D | +11.3% | +7.3% | +3.9% | +11.6% |
| 3M | -2.9% | -16.8% | +14.0% | -3.5% |
| 6M | -10.5% | +4.0% | -14.5% | -9.7% |
| YTD | -14.4% | -29.0% | +14.6% | -16.7% |
| 1Y | -17.9% | -29.7% | +11.8% | -20.3% |
| All | -17.9% | -30.3% | +12.4% | -20.3% |
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 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