+80.5%
TSEM vs OWL
-28.0%
+108.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.1% | -11.8% | -9.4% |
| 7D | -23.1% | +10.1% | -33.2% | -24.9% |
| 30D | -40.4% | +18.7% | -59.1% | -43.1% |
| 3M | -37.9% | -6.2% | -31.7% | -37.0% |
| 6M | -30.8% | +9.8% | -40.6% | -33.1% |
| YTD | +26.7% | -24.2% | +50.9% | +35.5% |
| 1Y | +80.5% | -26.6% | +107.1% | +95.8% |
| All | +80.5% | -28.0% | +108.5% | +95.8% |
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