-16.5%
OWL vs TXG
-64.0%
+47.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -11.9% | +5.0% | -16.9% | -13.0% |
| 30D | -13.7% | +13.5% | -27.2% | -16.6% |
| 3M | +12.3% | +128.0% | -115.8% | -9.8% |
| 6M | +15.0% | +224.4% | -209.4% | -16.3% |
| YTD | -25.7% | +307.0% | -332.7% | -49.3% |
| 1Y | -39.5% | +427.2% | -466.7% | -62.1% |
| 3Y | +0.9% | +40.2% | -39.2% | -17.8% |
| 5Y | -16.5% | -64.0% | +47.5% | -21.1% |
| All | -16.5% | -64.0% | +47.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling