-47.1%
OPEN vs TDY
+11.8%
-58.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.1% |
| 7D | -4.3% | -1.8% | -2.4% | -2.0% |
| 30D | -16.2% | -10.7% | -5.5% | -3.7% |
| 3M | -36.4% | -1.3% | -35.1% | -36.4% |
| 6M | -35.5% | -10.6% | -24.9% | -25.2% |
| YTD | -46.0% | +19.6% | -65.5% | -71.7% |
| 1Y | -47.1% | +11.6% | -58.8% | -69.4% |
| All | -47.1% | +11.8% | -58.9% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling