-48.9%
TSLL vs OWL
+3.0%
-51.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +6.0% |
| 7D | +0.5% | -2.1% | +2.6% | +4.1% |
| 30D | +2.7% | +11.6% | -8.9% | -7.9% |
| 3M | +26.3% | -13.8% | +40.1% | +45.2% |
| 6M | -37.2% | +7.8% | -45.0% | -43.4% |
| YTD | -44.2% | -25.8% | -18.4% | -28.4% |
| 1Y | -44.0% | -26.5% | -17.5% | -27.5% |
| 3Y | 0.0% | -9.6% | +9.6% | +23.4% |
| All | -48.9% | +3.0% | -51.9% | -38.6% |
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