+159.7%
TRV vs OWL
-15.1%
+174.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +1.9% |
| 7D | +1.9% | -10.1% | +12.1% | +3.1% |
| 30D | +1.7% | -11.9% | +13.6% | +3.0% |
| 3M | +23.9% | +10.7% | +13.2% | +22.2% |
| 6M | +26.3% | +22.1% | +4.1% | +22.6% |
| YTD | +30.8% | -24.8% | +55.6% | +34.5% |
| 1Y | +36.3% | -39.2% | +75.5% | +43.8% |
| 3Y | +145.0% | +1.7% | +143.3% | +139.6% |
| All | +159.7% | -15.1% | +174.8% | +155.7% |
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