-30.0%
OPEN vs TAP
-23.7%
-6.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.5% | -17.3% | -19.5% |
| 7D | -22.2% | +0.5% | -22.7% | -21.7% |
| 30D | -38.3% | +9.1% | -47.5% | -40.2% |
| 3M | -59.4% | -3.8% | -55.6% | -58.3% |
| 6M | -74.4% | -3.4% | -70.9% | -73.9% |
| YTD | -76.0% | -10.6% | -65.3% | -74.9% |
| 1Y | -78.7% | -4.4% | -74.3% | -78.8% |
| 3Y | -30.0% | -24.4% | -5.6% | -24.3% |
| All | -30.0% | -23.7% | -6.3% | -24.3% |
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