-80.9%
TTD vs OWL
-6.9%
-74.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.9% |
| 7D | -4.6% | -6.4% | +1.8% | -0.8% |
| 30D | +3.7% | -5.0% | +8.7% | +6.7% |
| 3M | -30.2% | +15.4% | -45.6% | -37.3% |
| 6M | -51.4% | +15.5% | -66.9% | -56.9% |
| YTD | -63.4% | -22.7% | -40.8% | -58.3% |
| 1Y | -73.5% | -34.1% | -39.5% | -67.5% |
| 3Y | -83.5% | +5.1% | -88.5% | -87.5% |
| 5Y | -80.9% | -11.5% | -69.5% | -85.8% |
| All | -80.9% | -6.9% | -74.1% | -85.8% |
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