+21.7%
OWL vs TYL
-6.7%
+28.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | -4.9% | +6.7% | -11.6% | -7.6% |
| 30D | +7.8% | +26.5% | -18.8% | -2.9% |
| 3M | -12.7% | +37.3% | -50.0% | -24.4% |
| 6M | -2.8% | +31.2% | -34.0% | -15.3% |
| YTD | -30.1% | -7.4% | -22.7% | -29.0% |
| 1Y | -29.1% | -9.6% | -19.5% | -27.2% |
| 3Y | -12.3% | +1.9% | -14.2% | -16.6% |
| 5Y | -27.5% | -21.1% | -6.4% | -30.8% |
| All | +21.7% | -6.7% | +28.4% | +15.9% |
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