+47.6%
TMUS vs OWL
+38.2%
+9.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +5.3% | +3.7% | +1.6% | +4.9% |
| 3M | +3.1% | +17.5% | -14.4% | +1.6% |
| 6M | -16.5% | +18.5% | -35.0% | -17.9% |
| YTD | -9.2% | -16.3% | +7.2% | -8.0% |
| 1Y | -26.5% | -29.7% | +3.2% | -24.4% |
| 3Y | +39.0% | +14.2% | +24.9% | +32.4% |
| 5Y | +40.4% | +2.5% | +37.9% | +31.0% |
| All | +47.6% | +38.2% | +9.4% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling