+52.2%
TEM vs OWL
-28.1%
+80.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -2.3% |
| 7D | -1.1% | -6.4% | +5.3% | +3.9% |
| 30D | +11.3% | -5.0% | +16.3% | +15.0% |
| 3M | +25.5% | +15.4% | +10.1% | +11.0% |
| 6M | +17.1% | +15.5% | +1.6% | +2.8% |
| YTD | +3.8% | -22.7% | +26.4% | +24.3% |
| 1Y | -24.4% | -34.1% | +9.7% | +1.7% |
| All | +52.2% | -28.1% | +80.4% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling