-40.6%
TOST vs OWL
-27.6%
-13.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +9.4% | -4.9% | +14.4% | +12.6% |
| 30D | +13.5% | +7.8% | +5.7% | +7.8% |
| 3M | -0.1% | -12.7% | +12.5% | +6.6% |
| 6M | +22.5% | -2.8% | +25.3% | +20.5% |
| YTD | -2.4% | -30.1% | +27.7% | +17.0% |
| 1Y | -4.7% | -29.1% | +24.4% | +12.5% |
| 3Y | +103.2% | -12.3% | +115.5% | +84.4% |
| All | -40.6% | -27.6% | -13.0% | -43.1% |
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