+10.4%
TTWO vs OWL
+24.2%
-13.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +0.4% | -10.1% | +10.5% | +2.4% |
| 30D | -11.3% | -11.9% | +0.6% | -9.3% |
| 3M | +1.6% | +10.7% | -9.1% | -1.0% |
| 6M | +2.1% | +22.1% | -20.1% | -3.0% |
| YTD | -15.8% | -24.8% | +9.0% | -12.2% |
| 1Y | -12.6% | -39.2% | +26.6% | -5.4% |
| 3Y | +48.2% | +1.7% | +46.5% | +39.2% |
| 5Y | +40.0% | -15.5% | +55.5% | +29.9% |
| All | +10.4% | +24.2% | -13.8% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling