+290.7%
TSM vs OWL
-3.7%
+294.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +4.0% |
| 7D | +6.0% | -3.9% | +10.0% | +7.5% |
| 30D | +4.5% | -3.7% | +8.2% | +5.5% |
| 3M | +3.1% | +21.4% | -18.3% | -5.0% |
| 6M | +30.2% | +18.3% | +11.9% | +19.6% |
| YTD | +45.2% | -20.1% | +65.3% | +54.8% |
| 1Y | +79.6% | -32.8% | +112.3% | +103.3% |
| 3Y | +411.0% | +8.6% | +402.4% | +369.9% |
| 5Y | +290.7% | -4.5% | +295.2% | +246.7% |
| All | +290.7% | -3.7% | +294.5% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling