+476.5%
TSEM vs OWL
-12.9%
+489.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +7.0% | +1.5% | +5.4% | +6.4% |
| 30D | -29.8% | +13.4% | -43.2% | -33.8% |
| 3M | -41.9% | -21.2% | -20.7% | -36.4% |
| 6M | -45.8% | +4.0% | -49.8% | -47.8% |
| YTD | +25.1% | -29.0% | +54.1% | +41.8% |
| 1Y | +48.2% | -28.4% | +76.7% | +66.8% |
| 3Y | +476.5% | -14.5% | +491.0% | +521.0% |
| All | +476.5% | -12.9% | +489.4% | +521.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling