-8.6%
TEL vs OWL
-28.0%
+19.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.4% |
| 7D | -0.5% | +10.1% | -10.6% | -2.5% |
| 30D | +0.6% | +18.7% | -18.1% | -3.2% |
| 3M | +2.0% | -6.2% | +8.2% | +3.1% |
| 6M | +8.1% | +9.8% | -1.7% | +4.9% |
| YTD | -2.2% | -24.2% | +22.0% | +3.0% |
| 1Y | -8.6% | -26.6% | +18.0% | -2.9% |
| All | -8.6% | -28.0% | +19.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling