In a MTG Arena match, my opponent played Captive Audience on me, which I exiled/blinked using Teferi's Time Twist. I expected CA to return under the opponent's control, but it entered on my side.
The relevant wording on Captive Audience:
Captive Audience enters the battlefield under the control of an opponent of your choice. ...
and on Teferi's Time Twist:
Exile target permanent you control. Return that card to the battlefield under its owner's control at the beginning of the next end step. (...)
What do the rules say about this kind of interaction?