+89.5%
TXN vs OWL
+32.0%
+57.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.3% |
| 7D | +2.2% | -3.9% | +6.1% | +3.2% |
| 30D | -9.5% | -3.7% | -5.8% | -8.9% |
| 3M | -10.5% | +21.4% | -31.9% | -15.4% |
| 6M | +35.4% | +18.3% | +17.0% | +27.2% |
| YTD | +51.8% | -20.1% | +71.9% | +58.6% |
| 1Y | +42.9% | -32.8% | +75.7% | +56.1% |
| 3Y | +71.3% | +8.6% | +62.8% | +62.5% |
| 5Y | +58.0% | -4.5% | +62.5% | +46.6% |
| All | +89.5% | +32.0% | +57.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling