+23.7%
OWL vs TLN
+589.3%
-565.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -6.4% | +5.8% | -12.2% | -7.9% |
| 30D | -5.0% | -6.9% | +1.9% | -3.5% |
| 3M | +15.4% | -10.9% | +26.3% | +17.7% |
| 6M | +15.5% | -4.6% | +20.1% | +14.5% |
| YTD | -22.7% | -14.7% | -7.9% | -21.5% |
| 1Y | -34.1% | -17.9% | -16.1% | -32.9% |
| 3Y | +5.1% | +483.9% | -478.8% | -34.7% |
| All | +23.7% | +589.3% | -565.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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