-37.0%
OPEN vs TMF
-30.8%
-6.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -5.1% |
| 7D | -24.7% | -1.1% | -23.7% | -24.1% |
| 30D | -41.0% | +11.8% | -52.8% | -44.1% |
| 3M | -62.4% | -4.0% | -58.3% | -61.4% |
| 6M | -73.9% | -16.5% | -57.3% | -71.3% |
| YTD | -77.5% | -19.9% | -57.6% | -75.1% |
| 1Y | -83.6% | -25.6% | -58.0% | -81.1% |
| 3Y | -37.0% | -29.9% | -7.1% | -25.6% |
| All | -37.0% | -30.8% | -6.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling