-35.3%
TSLL vs OWL
+13.9%
-49.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.1% |
| 7D | +1.9% | -2.2% | +4.1% | +4.8% |
| 30D | +17.8% | +3.7% | +14.1% | +13.9% |
| 3M | -37.0% | +17.5% | -54.5% | -46.8% |
| 6M | -37.7% | +18.5% | -56.2% | -49.7% |
| YTD | -51.4% | -16.3% | -35.0% | -42.7% |
| 1Y | -23.4% | -29.7% | +6.4% | +6.9% |
| All | -35.3% | +13.9% | -49.2% | -17.1% |
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