-87.9%
OPEN vs TMF
-91.1%
+3.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -6.0% |
| 7D | -24.7% | -1.1% | -23.7% | -24.4% |
| 30D | -41.0% | +11.8% | -52.8% | -42.7% |
| 3M | -62.4% | -4.0% | -58.3% | -61.8% |
| 6M | -73.9% | -16.5% | -57.3% | -72.4% |
| YTD | -77.5% | -19.9% | -57.6% | -76.1% |
| 1Y | -83.6% | -25.6% | -58.0% | -82.2% |
| 3Y | -37.0% | -29.9% | -7.1% | -31.4% |
| 5Y | -93.3% | -88.2% | -5.0% | -92.4% |
| All | -87.9% | -91.1% | +3.3% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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