+246.1%
TT vs OWL
+27.7%
+218.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +1.4% | -6.4% | +7.8% | +2.9% |
| 30D | -6.7% | -5.0% | -1.7% | -5.8% |
| 3M | -5.4% | +15.4% | -20.8% | -8.9% |
| 6M | +4.4% | +15.5% | -11.1% | -0.4% |
| YTD | +14.9% | -22.7% | +37.6% | +20.2% |
| 1Y | +9.3% | -34.1% | +43.3% | +18.2% |
| 3Y | +121.7% | +5.1% | +116.7% | +110.7% |
| 5Y | +148.2% | -11.5% | +159.6% | +129.7% |
| All | +246.1% | +27.7% | +218.4% | +213.9% |
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