+204.1%
TRV vs OWL
+32.0%
+172.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.6% |
| 7D | +0.5% | -3.9% | +4.4% | +0.8% |
| 30D | -4.9% | -3.7% | -1.2% | -4.6% |
| 3M | +23.7% | +21.4% | +2.4% | +21.3% |
| 6M | +20.3% | +18.3% | +2.0% | +17.8% |
| YTD | +27.1% | -20.1% | +47.2% | +29.3% |
| 1Y | +35.3% | -32.8% | +68.1% | +40.0% |
| 3Y | +139.8% | +8.6% | +131.3% | +135.7% |
| 5Y | +153.9% | -4.5% | +158.3% | +146.8% |
| All | +204.1% | +32.0% | +172.1% | +189.0% |
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