+32.6%
OWL vs TSLQ
-97.2%
+129.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.3% | -3.6% |
| 7D | -11.9% | +5.7% | -17.6% | -11.0% |
| 30D | -13.7% | -21.1% | +7.4% | -16.3% |
| 3M | +12.3% | -11.5% | +23.8% | +12.9% |
| 6M | +15.0% | -14.9% | +29.9% | +16.9% |
| YTD | -25.7% | +2.4% | -28.2% | -21.3% |
| 1Y | -39.5% | -49.8% | +10.3% | -41.7% |
| 3Y | +0.9% | -95.8% | +96.7% | -16.8% |
| All | +32.6% | -97.2% | +129.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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