-52.0%
OPEN vs TLN
+710.8%
-762.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.9% | -2.9% |
| 7D | -15.0% | +11.0% | -26.0% | -17.5% |
| 30D | -40.2% | +4.9% | -45.1% | -41.8% |
| 3M | -67.4% | +4.9% | -72.3% | -68.5% |
| 6M | -74.0% | +7.1% | -81.1% | -75.4% |
| YTD | -79.6% | +0.3% | -79.9% | -80.7% |
| 1Y | -86.1% | +5.9% | -92.0% | -87.1% |
| 3Y | -41.4% | +578.5% | -619.9% | -84.0% |
| All | -52.0% | +710.8% | -762.8% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling