-94.7%
OPEN vs TMF
-88.7%
-6.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.4% | -5.1% | -8.0% |
| 7D | -31.0% | -8.2% | -22.8% | -28.9% |
| 30D | -41.5% | +5.3% | -46.8% | -42.2% |
| 3M | -64.6% | -8.5% | -56.1% | -63.4% |
| 6M | -73.8% | -17.2% | -56.6% | -72.0% |
| YTD | -78.8% | -23.4% | -55.4% | -76.9% |
| 1Y | -86.8% | -30.2% | -56.6% | -85.2% |
| 3Y | -40.6% | -32.9% | -7.7% | -33.7% |
| 5Y | -94.7% | -88.5% | -6.1% | -94.7% |
| All | -94.7% | -88.7% | -6.0% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling