-45.7%
TOST vs OWL
-3.7%
-42.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | -3.4% | -2.2% | -1.2% | -2.2% |
| 30D | -2.4% | +3.7% | -6.1% | -5.4% |
| 3M | +34.6% | +17.5% | +17.1% | +19.5% |
| 6M | +15.2% | +18.5% | -3.3% | -0.4% |
| YTD | -4.4% | -16.3% | +11.9% | +3.6% |
| 1Y | -17.4% | -29.7% | +12.3% | -1.0% |
| 3Y | +54.5% | +14.2% | +40.3% | +17.5% |
| All | -45.7% | -3.7% | -42.0% | -54.6% |
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 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