+27.0%
OPEN vs TLN
+583.6%
-556.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | -0.6% |
| 7D | -4.3% | +7.1% | -11.3% | -6.4% |
| 30D | -16.2% | -3.9% | -12.3% | -15.3% |
| 3M | -36.4% | -16.2% | -20.2% | -33.2% |
| 6M | -35.5% | -5.8% | -29.6% | -35.5% |
| YTD | -46.0% | -15.4% | -30.5% | -44.8% |
| 1Y | -47.1% | -16.7% | -30.5% | -46.0% |
| 3Y | -19.0% | +473.8% | -492.8% | -75.8% |
| All | +27.0% | +583.6% | -556.5% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling