-37.7%
TLT vs OWL
+27.7%
-65.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -0.3% | -6.4% | +6.1% | -0.2% |
| 30D | 0.0% | -5.0% | +5.0% | 0.0% |
| 3M | -2.9% | +15.4% | -18.3% | -3.0% |
| 6M | -6.3% | +15.5% | -21.7% | -6.4% |
| YTD | -3.3% | -22.7% | +19.3% | -3.3% |
| 1Y | -4.2% | -34.1% | +29.9% | -4.1% |
| 3Y | -1.7% | +5.1% | -6.7% | -2.4% |
| 5Y | -34.9% | -11.5% | -23.4% | -35.6% |
| All | -37.7% | +27.7% | -65.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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