-84.4%
TTD vs OWL
+38.2%
-122.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | +6.3% | -2.2% | +8.6% | +7.5% |
| 30D | -23.9% | +3.7% | -27.6% | -25.7% |
| 3M | -31.4% | +17.5% | -48.9% | -37.8% |
| 6M | -42.7% | +18.5% | -61.2% | -48.8% |
| YTD | -62.0% | -16.3% | -45.7% | -59.2% |
| 1Y | -72.2% | -29.7% | -42.5% | -67.9% |
| 3Y | -81.9% | +14.2% | -96.1% | -85.4% |
| 5Y | -81.5% | +2.5% | -84.0% | -85.1% |
| All | -84.4% | +38.2% | -122.6% | -88.2% |
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