+49.5%
TXN vs OWL
-38.6%
+88.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.7% |
| 7D | +4.0% | -10.1% | +14.1% | +4.8% |
| 30D | -2.9% | -11.9% | +9.1% | -2.0% |
| 3M | -9.1% | +10.7% | -19.8% | -10.0% |
| 6M | +36.6% | +22.1% | +14.5% | +32.6% |
| YTD | +57.5% | -24.8% | +82.3% | +67.3% |
| 1Y | +49.5% | -39.2% | +88.7% | +61.7% |
| All | +49.5% | -38.6% | +88.2% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling