+617.0%
TSEM vs OWL
-15.5%
+632.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | 0.0% | -2.6% |
| 7D | +0.9% | -11.9% | +12.8% | +5.1% |
| 30D | -16.6% | -13.7% | -2.9% | -12.9% |
| 3M | -10.9% | +12.3% | -23.2% | -14.7% |
| 6M | +78.0% | +15.0% | +63.0% | +67.2% |
| YTD | +77.2% | -25.7% | +102.9% | +91.4% |
| 1Y | +207.6% | -39.5% | +247.1% | +253.1% |
| 3Y | +637.8% | +0.9% | +636.9% | +659.4% |
| 5Y | +617.0% | -16.5% | +633.5% | +672.2% |
| All | +617.0% | -15.5% | +632.5% | +672.2% |
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