+39.1%
OWL vs TXG
-55.9%
+94.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.2% | -5.6% |
| 7D | -3.9% | +9.4% | -13.3% | -5.9% |
| 30D | -3.7% | +26.1% | -29.7% | -9.1% |
| 3M | +21.4% | +124.8% | -103.4% | -0.7% |
| 6M | +18.3% | +215.2% | -196.9% | -11.3% |
| YTD | -20.1% | +302.2% | -322.3% | -43.8% |
| 1Y | -32.8% | +370.9% | -403.7% | -55.3% |
| 3Y | +8.6% | +38.5% | -30.0% | -11.0% |
| 5Y | -4.5% | -64.4% | +59.9% | -13.0% |
| All | +39.1% | -55.9% | +94.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling