+845.1%
TTMI vs OWL
+38.2%
+806.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.1% |
| 7D | +5.9% | -2.2% | +8.1% | +6.6% |
| 30D | -4.3% | +3.7% | -8.0% | -5.8% |
| 3M | -32.0% | +17.5% | -49.6% | -36.2% |
| 6M | +19.5% | +18.5% | +0.9% | +10.5% |
| YTD | +82.0% | -16.3% | +98.4% | +89.2% |
| 1Y | +172.6% | -29.7% | +202.4% | +201.3% |
| 3Y | +744.7% | +14.2% | +730.5% | +689.2% |
| 5Y | +805.6% | +2.5% | +803.1% | +711.4% |
| All | +845.1% | +38.2% | +806.9% | +738.3% |
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