+764.1%
TSEM vs OWL
+32.0%
+732.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | +10.4% | -3.9% | +14.4% | +11.6% |
| 30D | -12.9% | -3.7% | -9.3% | -12.4% |
| 3M | -9.2% | +21.4% | -30.6% | -14.4% |
| 6M | +98.8% | +18.3% | +80.4% | +87.1% |
| YTD | +87.2% | -20.1% | +107.3% | +95.6% |
| 1Y | +239.0% | -32.8% | +271.7% | +268.9% |
| 3Y | +679.5% | +8.6% | +670.9% | +691.9% |
| 5Y | +667.3% | -4.5% | +671.7% | +673.5% |
| All | +764.1% | +32.0% | +732.1% | +705.8% |
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 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