+43.0%
TMUS vs OWL
-3.7%
+46.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | -0.3% | -3.9% | +3.7% | +0.1% |
| 30D | +3.1% | -3.7% | +6.8% | +3.4% |
| 3M | +2.4% | +21.4% | -19.0% | +0.4% |
| 6M | -17.1% | +18.3% | -35.4% | -18.8% |
| YTD | -9.1% | -20.1% | +11.0% | -7.3% |
| 1Y | -23.6% | -32.8% | +9.2% | -20.7% |
| 3Y | +38.8% | +8.6% | +30.3% | +30.2% |
| 5Y | +43.0% | -4.5% | +47.4% | +29.6% |
| All | +43.0% | -3.7% | +46.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling