-70.8%
OPEN vs TAP
+25.8%
-96.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.3% | -2.3% | -1.9% | -3.8% |
| 30D | -16.2% | -2.1% | -14.1% | -15.9% |
| 3M | -36.4% | +6.6% | -43.0% | -37.5% |
| 6M | -35.5% | -11.5% | -24.0% | -33.9% |
| YTD | -46.0% | -10.3% | -35.7% | -45.0% |
| 1Y | -47.1% | -14.4% | -32.8% | -45.6% |
| 3Y | -19.0% | -28.3% | +9.3% | -14.1% |
| 5Y | -83.6% | +1.7% | -85.3% | -81.8% |
| All | -70.8% | +25.8% | -96.6% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling