-30.1%
TOST vs OWL
-21.6%
-8.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.9% |
| 7D | -4.7% | +0.8% | -5.5% | -5.3% |
| 30D | +8.5% | +7.3% | +1.2% | +3.1% |
| 3M | -1.6% | -16.8% | +15.3% | +8.6% |
| 6M | +44.1% | +4.0% | +40.1% | +35.9% |
| YTD | -5.6% | -29.0% | +23.4% | +12.1% |
| 1Y | -12.6% | -29.7% | +17.1% | +4.0% |
| 3Y | +137.6% | -13.5% | +151.1% | +117.5% |
| All | -30.1% | -21.6% | -8.5% | -22.8% |
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