-16.8%
OPEN vs TLN
+476.4%
-493.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | -0.5% |
| 7D | -4.3% | +7.1% | -11.3% | -6.3% |
| 30D | -16.2% | -3.9% | -12.3% | -15.3% |
| 3M | -36.4% | -16.2% | -20.2% | -33.4% |
| 6M | -35.5% | -5.8% | -29.6% | -35.5% |
| YTD | -46.0% | -15.4% | -30.5% | -44.9% |
| 1Y | -47.1% | -16.7% | -30.5% | -46.1% |
| All | -16.8% | +476.4% | -493.1% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling