+3.8%
TTWO vs OWL
+10.0%
-6.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.7% | +3.4% |
| 7D | +1.3% | -11.9% | +13.2% | +3.3% |
| 30D | -13.4% | -13.7% | +0.3% | -11.5% |
| 3M | +3.1% | +12.3% | -9.2% | -0.4% |
| 6M | +3.8% | +15.0% | -11.2% | -1.2% |
| All | +3.8% | +10.0% | -6.2% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling