+39.1%
OWL vs TYL
-22.8%
+61.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | -0.1% | -2.6% |
| 7D | -3.9% | -7.6% | +3.7% | -0.6% |
| 30D | -3.7% | +11.3% | -15.0% | -8.2% |
| 3M | +21.4% | +14.5% | +6.9% | +13.1% |
| 6M | +18.3% | -7.1% | +25.5% | +20.7% |
| YTD | -20.1% | -23.4% | +3.3% | -11.5% |
| 1Y | -32.8% | -38.6% | +5.8% | -17.2% |
| 3Y | +8.6% | -11.3% | +19.9% | +9.3% |
| 5Y | -4.5% | -28.0% | +23.5% | -1.0% |
| All | +39.1% | -22.8% | +61.9% | +44.5% |
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