+23.6%
OWL vs TXT
+76.0%
-52.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.6% |
| 30D | +7.3% | +13.3% | -5.9% | -0.6% |
| 3M | -16.8% | -5.1% | -11.7% | -14.3% |
| 6M | +4.0% | -7.1% | +11.1% | +8.0% |
| YTD | -29.0% | -3.2% | -25.8% | -29.2% |
| 1Y | -29.7% | +2.3% | -32.0% | -32.6% |
| 3Y | -13.5% | +11.1% | -24.6% | -23.0% |
| 5Y | -21.5% | +10.0% | -31.5% | -32.8% |
| All | +23.6% | +76.0% | -52.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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