+0.9%
TEL vs OWL
-38.6%
+39.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.3% | +3.3% |
| 7D | +1.6% | -10.1% | +11.7% | +3.9% |
| 30D | -0.7% | -11.9% | +11.3% | +1.8% |
| 3M | +2.4% | +10.7% | -8.3% | -0.1% |
| 6M | +4.1% | +22.1% | -18.0% | -1.0% |
| YTD | -5.8% | -24.8% | +19.0% | -1.8% |
| 1Y | +0.9% | -39.2% | +40.1% | +8.0% |
| All | +0.9% | -38.6% | +39.5% | +8.0% |
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