-49.1%
TSLL vs OWL
-1.4%
-47.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | +1.5% | +16.3% | +16.0% |
| 30D | +8.2% | +13.4% | -5.2% | -4.7% |
| 3M | +20.9% | -21.2% | +42.1% | +51.0% |
| 6M | -37.5% | +4.0% | -41.5% | -41.9% |
| YTD | -44.5% | -29.0% | -15.5% | -25.9% |
| 1Y | -33.0% | -28.4% | -4.5% | -11.8% |
| 3Y | -6.4% | -14.5% | +8.2% | +21.3% |
| All | -49.1% | -1.4% | -47.7% | -36.4% |
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