+354.6%
TSM vs OWL
+38.2%
+316.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.1% |
| 7D | +2.7% | -2.2% | +5.0% | +3.4% |
| 30D | +3.6% | +3.7% | -0.1% | +2.1% |
| 3M | -3.4% | +17.5% | -20.9% | -8.8% |
| 6M | +20.6% | +18.5% | +2.1% | +12.4% |
| YTD | +41.9% | -16.3% | +58.2% | +47.6% |
| 1Y | +84.4% | -29.7% | +114.1% | +101.9% |
| 3Y | +380.2% | +14.2% | +366.1% | +350.9% |
| 5Y | +275.3% | +2.5% | +272.8% | +245.1% |
| All | +354.6% | +38.2% | +316.4% | +305.4% |
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 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