+135.7%
TT vs OWL
-23.9%
+159.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.3% |
| 30D | -11.8% | +9.3% | -21.1% | -14.1% |
| 3M | -12.6% | -11.0% | -1.6% | -10.5% |
| 6M | -9.4% | +2.4% | -11.8% | -11.1% |
| YTD | +8.8% | -26.2% | +35.0% | +15.7% |
| 1Y | -2.5% | -27.4% | +24.9% | +4.0% |
| 3Y | +95.7% | -8.7% | +104.3% | +86.5% |
| 5Y | +135.7% | -19.3% | +155.1% | +113.6% |
| All | +135.7% | -23.9% | +159.6% | +113.6% |
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