+23.8%
OPEN vs TLN
+602.5%
-578.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +1.0% | +10.9% | -9.9% | -2.5% |
| 30D | -11.9% | -6.3% | -5.6% | -10.1% |
| 3M | -28.8% | -10.7% | -18.1% | -27.0% |
| 6M | -38.6% | +1.6% | -40.2% | -40.2% |
| YTD | -47.3% | -13.1% | -34.3% | -46.7% |
| 1Y | -49.2% | -15.1% | -34.1% | -48.5% |
| 3Y | -18.8% | +495.0% | -513.8% | -76.4% |
| All | +23.8% | +602.5% | -578.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling