-85.1%
OPEN vs TDY
+34.3%
-119.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -7.0% |
| 7D | -10.5% | -1.9% | -8.7% | -8.2% |
| 30D | -21.8% | -12.5% | -9.3% | -6.6% |
| 3M | -37.5% | -0.8% | -36.7% | -37.7% |
| 6M | -44.1% | -9.0% | -35.1% | -38.2% |
| YTD | -52.0% | +16.8% | -68.8% | -63.9% |
| 1Y | -52.2% | +9.5% | -61.7% | -59.2% |
| 3Y | -25.9% | +45.4% | -71.3% | -57.8% |
| 5Y | -85.1% | +37.8% | -122.9% | -90.3% |
| All | -85.1% | +34.3% | -119.4% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling