+45.7%
OWL vs TYL
-19.2%
+64.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +1.0% |
| 7D | -2.2% | -3.7% | +1.4% | -0.7% |
| 30D | +3.7% | +18.7% | -15.1% | -4.0% |
| 3M | +17.5% | +18.1% | -0.6% | +8.0% |
| 6M | +18.5% | -1.1% | +19.7% | +17.4% |
| YTD | -16.3% | -19.8% | +3.5% | -9.2% |
| 1Y | -29.7% | -34.3% | +4.6% | -16.1% |
| 3Y | +14.2% | -8.2% | +22.4% | +13.3% |
| 5Y | +2.5% | -25.4% | +27.9% | +4.1% |
| All | +45.7% | -19.2% | +64.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling