+1.5%
TT vs OWL
-25.8%
+27.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | -2.1% | +5.6% | +3.5% |
| 30D | -11.0% | +11.6% | -22.6% | -11.2% |
| 3M | -12.0% | -13.8% | +1.8% | -11.2% |
| 6M | -10.4% | +7.8% | -18.3% | -10.3% |
| YTD | +9.9% | -25.8% | +35.7% | +9.3% |
| 1Y | +1.5% | -26.5% | +28.0% | +1.0% |
| All | +1.5% | -25.8% | +27.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling