+23.6%
OWL vs TYL
-6.0%
+29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.1% |
| 7D | +0.8% | -1.6% | +2.4% | +1.5% |
| 30D | +7.3% | +22.1% | -14.8% | -1.7% |
| 3M | -16.8% | +33.4% | -50.2% | -27.1% |
| 6M | +4.0% | +36.8% | -32.8% | -11.0% |
| YTD | -29.0% | -6.7% | -22.3% | -28.1% |
| 1Y | -29.7% | -9.2% | -20.4% | -27.9% |
| 3Y | -13.5% | +1.2% | -14.7% | -17.5% |
| 5Y | -21.5% | -23.0% | +1.6% | -25.1% |
| All | +23.6% | -6.0% | +29.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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