-34.2%
TSLL vs OWL
-5.0%
-29.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.0% |
| 7D | -21.2% | -4.9% | -16.3% | -18.0% |
| 30D | -13.3% | +7.8% | -21.1% | -15.5% |
| 3M | +15.4% | -12.7% | +28.1% | +26.7% |
| 6M | -34.2% | -2.8% | -31.4% | -31.6% |
| All | -34.2% | -5.0% | -29.3% | -31.6% |
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