-18.4%
TSLL vs OWL
-13.7%
-4.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.4% |
| 7D | -21.2% | -4.9% | -16.3% | -16.3% |
| 30D | -13.3% | +7.8% | -21.1% | -20.2% |
| 3M | +15.4% | -12.7% | +28.1% | +31.1% |
| 6M | -34.2% | -2.8% | -31.4% | -35.0% |
| YTD | -52.9% | -30.1% | -22.8% | -33.8% |
| 1Y | -54.3% | -29.1% | -25.3% | -37.8% |
| 3Y | -18.4% | -12.3% | -6.1% | +10.9% |
| All | -18.4% | -13.7% | -4.7% | +10.9% |
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