-9.4%
OWL vs TXT
+15.4%
-24.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | +1.1% | -1.1% | +2.1% | +1.8% |
| 30D | +10.0% | +17.1% | -7.0% | 0.0% |
| 3M | -8.7% | -2.6% | -6.0% | -7.5% |
| 6M | +3.1% | -4.6% | +7.7% | +5.1% |
| YTD | -25.6% | -0.3% | -25.3% | -27.7% |
| 1Y | -25.5% | +5.9% | -31.4% | -30.9% |
| 3Y | -9.4% | +14.4% | -23.8% | -22.3% |
| All | -9.4% | +15.4% | -24.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling