-14.5%
OWL vs TSN
+41.9%
-56.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.5% | -1.4% | +3.0% | +1.6% |
| 30D | +13.4% | +8.5% | +5.0% | +13.2% |
| 3M | -21.2% | +5.3% | -26.5% | -21.4% |
| 6M | +4.0% | -10.5% | +14.5% | +4.3% |
| YTD | -29.0% | +3.0% | -32.0% | -29.0% |
| 1Y | -28.4% | +12.1% | -40.6% | -28.8% |
| 3Y | -14.5% | +43.1% | -57.6% | -19.1% |
| All | -14.5% | +41.9% | -56.5% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling