+29.3%
OWL vs TSN
-10.1%
+39.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.2% |
| 7D | -11.9% | +1.4% | -13.3% | -12.2% |
| 30D | -13.7% | -6.2% | -7.5% | -12.7% |
| 3M | +12.3% | -5.7% | +17.9% | +13.2% |
| 6M | +15.0% | -11.4% | +26.4% | +17.3% |
| YTD | -25.7% | -8.2% | -17.6% | -25.1% |
| 1Y | -39.5% | -2.0% | -37.5% | -40.1% |
| 3Y | +0.9% | +11.9% | -11.0% | -6.6% |
| 5Y | -16.5% | -17.8% | +1.2% | -10.3% |
| All | +29.3% | -10.1% | +39.4% | +37.1% |
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