+91.1%
TEL vs OWL
+32.0%
+59.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -0.4% |
| 7D | -1.4% | -3.9% | +2.5% | -0.3% |
| 30D | -4.9% | -3.7% | -1.2% | -4.1% |
| 3M | +0.1% | +21.4% | -21.3% | -6.0% |
| 6M | +0.4% | +18.3% | -18.0% | -5.9% |
| YTD | -8.9% | -20.1% | +11.2% | -4.3% |
| 1Y | -0.3% | -32.8% | +32.5% | +9.7% |
| 3Y | +67.6% | +8.6% | +59.1% | +55.9% |
| 5Y | +50.7% | -4.5% | +55.1% | +36.3% |
| All | +91.1% | +32.0% | +59.2% | +64.4% |
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