-85.1%
TTD vs OWL
-21.6%
-63.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +21.3% | +1.5% | +19.7% | +20.5% |
| 30D | +28.7% | +13.4% | +15.3% | +19.3% |
| 3M | +7.7% | -21.2% | +28.9% | +23.7% |
| 6M | -23.5% | +4.0% | -27.5% | -27.2% |
| YTD | -58.7% | -29.0% | -29.7% | -50.6% |
| 1Y | -63.4% | -28.4% | -35.0% | -56.7% |
| 3Y | -75.3% | -14.5% | -60.8% | -78.4% |
| All | -85.1% | -21.6% | -63.5% | -86.7% |
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