+477.4%
TSEM vs OWL
+17.3%
+460.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +7.0% | +1.5% | +5.4% | +6.6% |
| 30D | -29.8% | +13.4% | -43.2% | -32.5% |
| 3M | -41.9% | -21.2% | -20.7% | -38.3% |
| 6M | -45.8% | +4.0% | -49.8% | -47.0% |
| YTD | +25.1% | -29.0% | +54.1% | +34.5% |
| 1Y | +48.2% | -28.4% | +76.7% | +58.9% |
| 3Y | +476.5% | -14.5% | +491.0% | +514.6% |
| 5Y | +301.4% | -21.5% | +322.9% | +317.0% |
| All | +477.4% | +17.3% | +460.1% | +454.1% |
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