-29.4%
TSCO vs OWL
-28.0%
-1.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.7% |
| 7D | +15.7% | +10.1% | +5.6% | +14.0% |
| 30D | +16.4% | +18.7% | -2.3% | +13.6% |
| 3M | +11.2% | -6.2% | +17.4% | +11.1% |
| 6M | +14.9% | +9.8% | +5.1% | +13.5% |
| YTD | -25.4% | -24.2% | -1.3% | -23.2% |
| 1Y | -29.4% | -26.6% | -2.8% | -27.3% |
| All | -29.4% | -28.0% | -1.3% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling