-53.9%
TE vs OWL
+24.2%
-78.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | -0.1% |
| 7D | +0.2% | -10.1% | +10.3% | +6.8% |
| 30D | -5.9% | -11.9% | +6.0% | +1.2% |
| 3M | -45.6% | +10.7% | -56.3% | -49.1% |
| 6M | -43.4% | +22.1% | -65.5% | -50.4% |
| YTD | -31.0% | -24.8% | -6.2% | -19.3% |
| 1Y | +145.2% | -39.2% | +184.4% | +224.6% |
| 3Y | -24.1% | +1.7% | -25.8% | -20.2% |
| 5Y | -48.1% | -15.5% | -32.6% | -45.5% |
| All | -53.9% | +24.2% | -78.1% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling