+337.7%
TSM vs OWL
-12.9%
+350.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.4% |
| 7D | +14.8% | +0.8% | +14.0% | +14.5% |
| 30D | -8.9% | +7.3% | -16.2% | -11.4% |
| 3M | -5.3% | -16.8% | +11.6% | +0.4% |
| 6M | +2.6% | +4.0% | -1.4% | -0.6% |
| YTD | +34.5% | -29.0% | +63.5% | +50.6% |
| 1Y | +41.0% | -29.7% | +70.7% | +58.1% |
| All | +337.7% | -12.9% | +350.6% | +338.7% |
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