+270.1%
TSM vs OWL
-24.6%
+294.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.3% |
| 7D | +14.8% | +0.8% | +14.0% | +14.5% |
| 30D | -8.9% | +7.3% | -16.2% | -11.6% |
| 3M | -5.3% | -16.8% | +11.6% | +0.5% |
| 6M | +2.6% | +4.0% | -1.4% | -0.7% |
| YTD | +34.5% | -29.0% | +63.5% | +49.1% |
| 1Y | +41.0% | -29.7% | +70.7% | +56.4% |
| 3Y | +333.1% | -13.5% | +346.6% | +331.5% |
| 5Y | +270.1% | -21.5% | +291.5% | +263.4% |
| All | +270.1% | -24.6% | +294.7% | +263.4% |
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