-36.6%
TSLL vs OWL
+1.0%
-37.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -18.0% |
| 7D | -28.9% | -5.0% | -23.9% | -26.1% |
| 30D | -21.4% | +9.0% | -30.5% | -23.8% |
| 3M | +5.0% | -12.7% | +17.7% | +15.1% |
| 6M | -36.6% | -4.0% | -32.5% | -34.1% |
| All | -36.6% | +1.0% | -37.6% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling