-51.7%
TSLL vs OWL
+3.2%
-54.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | -11.0% | +1.1% | -12.1% | -10.8% |
| 30D | -5.3% | +10.0% | -15.3% | -13.9% |
| 3M | +20.8% | -8.7% | +29.5% | +31.0% |
| 6M | -36.0% | +3.1% | -39.1% | -40.0% |
| YTD | -47.3% | -25.6% | -21.6% | -32.5% |
| 1Y | -48.4% | -25.5% | -22.9% | -34.3% |
| 3Y | -5.4% | -9.4% | +4.0% | +16.4% |
| All | -51.7% | +3.2% | -54.9% | -42.0% |
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