-87.4%
OPEN vs TMF
-91.1%
+3.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -31.1% | -3.4% | -27.7% | -30.3% |
| 30D | -34.7% | +11.5% | -46.2% | -36.6% |
| 3M | -61.9% | -4.5% | -57.4% | -61.2% |
| 6M | -71.9% | -15.0% | -56.9% | -70.4% |
| YTD | -76.6% | -19.9% | -56.7% | -75.1% |
| 1Y | -83.9% | -26.6% | -57.3% | -82.5% |
| 3Y | -34.4% | -29.8% | -4.5% | -28.6% |
| 5Y | -93.9% | -88.2% | -5.8% | -93.1% |
| All | -87.4% | -91.1% | +3.8% | -85.6% |
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