+361.5%
TSM vs OWL
+27.7%
+333.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.2% |
| 7D | +4.8% | -6.4% | +11.2% | +6.9% |
| 30D | +4.0% | -5.0% | +9.0% | +5.3% |
| 3M | +2.0% | +15.4% | -13.4% | -3.3% |
| 6M | +25.5% | +15.5% | +10.0% | +17.7% |
| YTD | +44.0% | -22.7% | +66.7% | +53.5% |
| 1Y | +75.4% | -34.1% | +109.5% | +95.8% |
| 3Y | +406.7% | +5.1% | +401.7% | +388.1% |
| 5Y | +285.0% | -11.5% | +296.4% | +263.9% |
| All | +361.5% | +27.7% | +333.7% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling