+29.3%
OWL vs TXT
+65.3%
-36.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -11.9% | -0.2% | -11.7% | -11.8% |
| 30D | -13.7% | -10.2% | -3.5% | -7.9% |
| 3M | +12.3% | -13.3% | +25.5% | +21.9% |
| 6M | +15.0% | -14.4% | +29.4% | +25.0% |
| YTD | -25.7% | -9.1% | -16.6% | -23.0% |
| 1Y | -39.5% | -2.2% | -37.3% | -40.3% |
| 3Y | +0.9% | +5.1% | -4.2% | -7.0% |
| 5Y | -16.5% | +12.8% | -29.3% | -27.2% |
| All | +29.3% | +65.3% | -36.0% | -1.2% |
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