-11.2%
TTMI vs OWL
-32.1%
+20.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.1% | -8.1% | -14.4% |
| 7D | -29.0% | -5.0% | -24.0% | -28.5% |
| 30D | -53.1% | +9.0% | -62.2% | -53.6% |
| 3M | -52.6% | -12.7% | -39.9% | -51.3% |
| 6M | -61.0% | -4.0% | -57.0% | -60.3% |
| YTD | -9.8% | -29.6% | +19.7% | -4.2% |
| 1Y | -11.2% | -31.9% | +20.8% | -3.9% |
| All | -11.2% | -32.1% | +20.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling