-83.4%
OPEN vs TMF
-90.8%
+7.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.8% |
| 7D | -5.8% | +2.7% | -8.5% | -6.5% |
| 30D | -21.1% | +19.3% | -40.5% | -24.9% |
| 3M | -52.4% | -3.7% | -48.7% | -51.8% |
| 6M | -65.8% | -11.3% | -54.5% | -64.5% |
| YTD | -69.3% | -16.6% | -52.7% | -67.8% |
| 1Y | -75.2% | -21.1% | -54.1% | -73.6% |
| 3Y | -14.4% | -26.8% | +12.5% | -7.8% |
| 5Y | -92.0% | -88.0% | -4.0% | -91.0% |
| All | -83.4% | -90.8% | +7.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling