+36.0%
TSM vs OWL
-28.0%
+64.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.7% |
| 7D | -10.0% | +10.1% | -20.1% | -11.5% |
| 30D | -18.5% | +18.7% | -37.3% | -21.2% |
| 3M | -4.9% | -6.2% | +1.3% | -3.9% |
| 6M | -1.0% | +9.8% | -10.7% | -3.7% |
| YTD | +31.3% | -24.2% | +55.4% | +39.9% |
| 1Y | +36.0% | -26.6% | +62.6% | +46.2% |
| All | +36.0% | -28.0% | +64.1% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling