+323.8%
TSM vs OWL
+17.3%
+306.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +1.5% | +4.7% | +5.7% |
| 30D | -7.3% | +13.4% | -20.7% | -11.1% |
| 3M | -7.1% | -21.2% | +14.1% | -0.5% |
| 6M | +0.2% | +4.0% | -3.8% | -2.4% |
| YTD | +32.2% | -29.0% | +61.2% | +44.2% |
| 1Y | +42.8% | -28.4% | +71.2% | +54.9% |
| 3Y | +330.4% | -14.5% | +344.9% | +339.7% |
| 5Y | +263.9% | -21.5% | +285.4% | +252.6% |
| All | +323.8% | +17.3% | +306.5% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling