+30.9%
OWL vs TXG
-53.8%
+84.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.5% |
| 7D | -10.1% | +9.5% | -19.6% | -12.0% |
| 30D | -11.9% | +18.8% | -30.7% | -15.5% |
| 3M | +10.7% | +136.1% | -125.4% | -10.4% |
| 6M | +22.1% | +235.2% | -213.1% | -9.7% |
| YTD | -24.8% | +320.5% | -345.3% | -47.6% |
| 1Y | -39.2% | +425.2% | -464.4% | -60.5% |
| 3Y | +1.7% | +42.9% | -41.1% | -17.1% |
| 5Y | -15.5% | -62.8% | +47.3% | -23.8% |
| All | +30.9% | -53.8% | +84.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling