-46.0%
TSLL vs OWL
-28.0%
-18.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -8.0% |
| 7D | -9.4% | +10.1% | -19.6% | -14.4% |
| 30D | +1.6% | +18.7% | -17.2% | -8.5% |
| 3M | +29.4% | -6.2% | +35.6% | +34.1% |
| 6M | -20.1% | +9.8% | -29.9% | -25.0% |
| YTD | -44.5% | -24.2% | -20.3% | -36.1% |
| 1Y | -46.0% | -26.6% | -19.4% | -36.3% |
| All | -46.0% | -28.0% | -18.0% | -36.3% |
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