-8.5%
OWL vs TXT
+12.9%
-21.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.9% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -3.7% | -11.1% | +7.4% | +4.2% |
| 3M | +21.4% | -13.0% | +34.4% | +32.7% |
| 6M | +18.3% | -16.2% | +34.5% | +31.8% |
| YTD | -20.1% | -8.7% | -11.4% | -17.3% |
| 1Y | -32.8% | -3.8% | -29.0% | -33.3% |
| 3Y | +8.6% | +5.5% | +3.0% | -3.0% |
| All | -8.5% | +12.9% | -21.4% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling