-86.9%
OPEN vs TAP
+23.8%
-110.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -21.7% | -7.8% | -13.8% | -19.8% |
| 30D | -36.5% | +7.1% | -43.6% | -37.1% |
| 3M | -59.5% | -7.0% | -52.5% | -58.7% |
| 6M | -71.9% | -3.8% | -68.1% | -71.6% |
| YTD | -75.8% | -11.7% | -64.1% | -75.2% |
| 1Y | -78.5% | -10.1% | -68.4% | -78.1% |
| 3Y | -30.2% | -23.7% | -6.5% | -25.8% |
| 5Y | -93.3% | +2.9% | -96.2% | -92.4% |
| All | -86.9% | +23.8% | -110.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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