+140.0%
TRV vs OWL
-0.3%
+140.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.5% |
| 3M | +21.6% | +12.3% | +9.3% | +19.9% |
| 6M | +22.5% | +15.0% | +7.4% | +20.0% |
| YTD | +28.1% | -25.7% | +53.9% | +32.4% |
| 1Y | +37.0% | -39.5% | +76.5% | +45.5% |
| All | +140.0% | -0.3% | +140.4% | +152.3% |
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 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