-12.3%
OWL vs TYL
+2.6%
-14.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -4.9% | +6.7% | -11.6% | -7.0% |
| 30D | +7.8% | +26.5% | -18.8% | -0.5% |
| 3M | -12.7% | +37.3% | -50.0% | -21.8% |
| 6M | -2.8% | +31.2% | -34.0% | -12.4% |
| YTD | -30.1% | -7.4% | -22.7% | -27.9% |
| 1Y | -29.1% | -9.6% | -19.5% | -26.2% |
| 3Y | -12.3% | +1.9% | -14.2% | -6.3% |
| All | -12.3% | +2.6% | -14.8% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling