+151.1%
TOST vs OWL
-12.9%
+164.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | +1.5% | -1.5% | -0.8% |
| 30D | +16.2% | +13.4% | +2.7% | +8.9% |
| 3M | -1.5% | -21.2% | +19.7% | +9.2% |
| 6M | +55.3% | +4.0% | +51.3% | +48.9% |
| YTD | -2.3% | -29.0% | +26.7% | +13.6% |
| 1Y | -5.5% | -28.4% | +22.9% | +9.0% |
| 3Y | +151.1% | -14.5% | +165.7% | +119.4% |
| All | +151.1% | -12.9% | +164.0% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling