-17.1%
OPEN vs TAP
-27.5%
+10.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | -2.3% | -1.9% | -3.2% |
| 30D | -16.2% | -2.1% | -14.1% | -15.5% |
| 3M | -36.4% | +6.6% | -43.0% | -39.0% |
| 6M | -35.5% | -11.5% | -24.0% | -31.8% |
| YTD | -46.0% | -10.3% | -35.7% | -44.0% |
| 1Y | -47.1% | -14.4% | -32.8% | -43.6% |
| All | -17.1% | -27.5% | +10.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling