+249.0%
TT vs OWL
+38.2%
+210.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -7.2% | +3.7% | -10.8% | -8.1% |
| 3M | -3.0% | +17.5% | -20.5% | -6.9% |
| 6M | +1.4% | +18.5% | -17.2% | -3.7% |
| YTD | +15.9% | -16.3% | +32.2% | +19.1% |
| 1Y | +9.4% | -29.7% | +39.1% | +16.8% |
| 3Y | +124.4% | +14.2% | +110.2% | +109.3% |
| 5Y | +138.0% | +2.5% | +135.5% | +115.8% |
| All | +249.0% | +38.2% | +210.8% | +211.1% |
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