+45.9%
TEM vs OWL
-31.0%
+76.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -1.2% |
| 7D | -9.2% | -11.9% | +2.8% | -0.2% |
| 30D | +5.5% | -13.7% | +19.2% | +17.4% |
| 3M | +18.7% | +12.3% | +6.5% | +7.2% |
| 6M | +15.4% | +15.0% | +0.4% | +1.5% |
| YTD | -0.5% | -25.7% | +25.2% | +22.8% |
| 1Y | -24.8% | -39.5% | +14.6% | +9.2% |
| All | +45.9% | -31.0% | +76.9% | +149.7% |
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