+462.1%
TTMI vs OWL
-8.9%
+471.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | +7.2% | -2.1% | +9.4% | +8.4% |
| 30D | -28.7% | +11.6% | -40.2% | -31.9% |
| 3M | -39.8% | -13.8% | -26.0% | -36.9% |
| 6M | -51.7% | +7.8% | -59.6% | -54.0% |
| YTD | +14.1% | -25.8% | +39.9% | +25.8% |
| 1Y | +16.0% | -26.5% | +42.4% | +28.6% |
| All | +462.1% | -8.9% | +471.1% | +433.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling