+206.7%
TRV vs OWL
+22.7%
+184.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.9% |
| 7D | -1.5% | -11.9% | +10.4% | -0.4% |
| 30D | -1.8% | -13.7% | +11.9% | -0.6% |
| 3M | +21.6% | +12.3% | +9.3% | +20.0% |
| 6M | +22.5% | +15.0% | +7.4% | +20.2% |
| YTD | +28.1% | -25.7% | +53.9% | +31.2% |
| 1Y | +37.0% | -39.5% | +76.5% | +43.2% |
| 3Y | +141.9% | +0.9% | +141.0% | +139.2% |
| 5Y | +158.5% | -16.5% | +175.0% | +153.0% |
| All | +206.7% | +22.7% | +184.0% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling