-10.8%
TTWO vs OWL
-29.1%
+18.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | -8.8% | -2.2% | -6.5% | -8.5% |
| 30D | -8.6% | +3.7% | -12.3% | -9.5% |
| 3M | -0.9% | +17.5% | -18.4% | -4.6% |
| 6M | -0.5% | +18.5% | -19.0% | -4.8% |
| YTD | -16.1% | -16.3% | +0.2% | -15.8% |
| 1Y | -10.8% | -29.7% | +18.9% | -7.1% |
| All | -10.8% | -29.1% | +18.3% | -7.1% |
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