-25.4%
TMUS vs OWL
-34.7%
+9.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.5% |
| 7D | -5.3% | -6.4% | +1.1% | -5.5% |
| 30D | +0.1% | -5.0% | +5.1% | +0.1% |
| 3M | -0.6% | +15.4% | -16.0% | +0.1% |
| 6M | -17.5% | +15.5% | -33.0% | -16.9% |
| YTD | -11.3% | -22.7% | +11.4% | -11.3% |
| 1Y | -25.4% | -34.1% | +8.7% | -25.0% |
| All | -25.4% | -34.7% | +9.3% | -25.0% |
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