+13.6%
OWL vs TLN
+710.8%
-697.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | +1.5% | +11.0% | -9.5% | -1.1% |
| 30D | +13.4% | +4.9% | +8.5% | +11.3% |
| 3M | -21.2% | +4.9% | -26.2% | -23.2% |
| 6M | +4.0% | +7.1% | -3.1% | -0.2% |
| YTD | -29.0% | +0.3% | -29.3% | -31.7% |
| 1Y | -28.4% | +5.9% | -34.3% | -32.5% |
| 3Y | -14.5% | +578.5% | -593.0% | -49.4% |
| All | +13.6% | +710.8% | -697.2% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling