+23.6%
OWL vs TSN
+0.8%
+22.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.5% | -1.4% | +3.0% | +1.9% |
| 30D | +13.4% | +8.5% | +5.0% | +11.6% |
| 3M | -21.2% | +5.3% | -26.5% | -22.2% |
| 6M | +4.0% | -10.5% | +14.5% | +6.3% |
| YTD | -29.0% | +3.0% | -32.0% | -30.0% |
| 1Y | -28.4% | +12.1% | -40.6% | -31.1% |
| 3Y | -14.5% | +43.1% | -57.6% | -26.4% |
| 5Y | -21.5% | -15.1% | -6.4% | -17.3% |
| All | +23.6% | +0.8% | +22.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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