-49.4%
TE vs OWL
+32.0%
-81.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.5% | +14.5% | +12.8% |
| 7D | +18.2% | -3.9% | +22.2% | +20.8% |
| 30D | -13.5% | -3.7% | -9.8% | -12.0% |
| 3M | -44.6% | +21.4% | -66.0% | -51.0% |
| 6M | -24.7% | +18.3% | -43.0% | -33.2% |
| YTD | -24.3% | -20.1% | -4.1% | -14.7% |
| 1Y | +155.6% | -32.8% | +188.3% | +217.0% |
| 3Y | -18.3% | +8.6% | -26.8% | -17.6% |
| 5Y | -41.3% | -4.5% | -36.8% | -40.8% |
| All | -49.4% | +32.0% | -81.4% | -50.8% |
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