-87.0%
OPEN vs TAP
+25.3%
-112.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.5% | -17.3% | -20.6% |
| 7D | -22.2% | +0.5% | -22.7% | -21.9% |
| 30D | -38.3% | +9.1% | -47.5% | -39.2% |
| 3M | -59.4% | -3.8% | -55.6% | -58.9% |
| 6M | -74.4% | -3.4% | -70.9% | -74.1% |
| YTD | -76.0% | -10.6% | -65.3% | -75.4% |
| 1Y | -78.7% | -4.4% | -74.3% | -78.6% |
| 3Y | -30.0% | -24.4% | -5.6% | -25.7% |
| 5Y | -93.7% | +2.1% | -95.8% | -93.0% |
| All | -87.0% | +25.3% | -112.3% | -83.5% |
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