+60.5%
TEM vs OWL
-22.2%
+82.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +0.9% | -2.2% | +3.2% | +2.5% |
| 30D | +38.4% | +3.7% | +34.7% | +34.1% |
| 3M | +23.7% | +17.5% | +6.1% | +8.2% |
| 6M | +26.0% | +18.5% | +7.4% | +8.7% |
| YTD | +9.4% | -16.3% | +25.8% | +23.6% |
| 1Y | -17.3% | -29.7% | +12.4% | +6.4% |
| All | +60.5% | -22.2% | +82.8% | +151.4% |
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