-43.5%
OPEN vs TLN
+630.2%
-673.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +7.1% | -28.9% | -23.7% |
| 7D | -22.2% | -1.3% | -20.9% | -22.8% |
| 30D | -38.3% | -10.5% | -27.8% | -37.2% |
| 3M | -59.4% | +0.1% | -59.5% | -60.4% |
| 6M | -74.4% | -17.4% | -57.0% | -73.7% |
| YTD | -76.0% | -9.7% | -66.3% | -76.6% |
| 1Y | -78.7% | -12.3% | -66.4% | -79.0% |
| 3Y | -30.0% | +528.3% | -558.3% | -81.2% |
| All | -43.5% | +630.2% | -673.8% | -88.9% |
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