+38.1%
OWL vs TSLQ
-97.3%
+135.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -6.4% | -8.0% | +1.6% | -7.4% |
| 30D | -5.0% | -23.8% | +18.8% | -8.3% |
| 3M | +15.4% | -7.0% | +22.4% | +17.1% |
| 6M | +15.5% | -17.1% | +32.6% | +16.9% |
| YTD | -22.7% | +0.1% | -22.7% | -18.4% |
| 1Y | -34.1% | -51.2% | +17.1% | -36.7% |
| 3Y | +5.1% | -95.9% | +101.0% | -13.7% |
| All | +38.1% | -97.3% | +135.3% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling