-71.6%
OPEN vs TDY
+83.6%
-155.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.9% |
| 30D | -11.9% | -12.5% | +0.6% | +1.0% |
| 3M | -28.8% | -1.2% | -27.6% | -28.5% |
| 6M | -38.6% | -6.6% | -32.0% | -35.1% |
| YTD | -47.3% | +18.5% | -65.8% | -57.5% |
| 1Y | -49.2% | +10.8% | -59.9% | -54.7% |
| 3Y | -18.8% | +47.5% | -66.3% | -44.3% |
| 5Y | -83.6% | +35.8% | -119.4% | -88.0% |
| All | -71.6% | +83.6% | -155.2% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling