+96.7%
TXN vs OWL
+24.2%
+72.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +4.0% | -10.1% | +14.1% | +6.8% |
| 30D | -2.9% | -11.9% | +9.1% | +0.1% |
| 3M | -9.1% | +10.7% | -19.8% | -12.0% |
| 6M | +36.6% | +22.1% | +14.5% | +27.1% |
| YTD | +57.5% | -24.8% | +82.3% | +67.1% |
| 1Y | +49.5% | -39.2% | +88.7% | +67.8% |
| 3Y | +76.5% | +1.7% | +74.8% | +70.2% |
| 5Y | +62.4% | -15.5% | +77.9% | +53.3% |
| All | +96.7% | +24.2% | +72.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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