-19.7%
TSCO vs OWL
+0.9%
-20.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.7% |
| 7D | -5.7% | -10.1% | +4.5% | -4.3% |
| 30D | -8.8% | -11.9% | +3.2% | -7.2% |
| 3M | +6.3% | +10.7% | -4.4% | +4.7% |
| 6M | -32.3% | +22.1% | -54.4% | -34.4% |
| YTD | -32.7% | -24.8% | -7.9% | -30.2% |
| 1Y | -43.7% | -39.2% | -4.5% | -39.7% |
| 3Y | -19.7% | +1.7% | -21.4% | -23.3% |
| All | -19.7% | +0.9% | -20.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling