-87.0%
OPEN vs TMF
-90.8%
+3.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.2% | -21.6% | -21.7% |
| 7D | -22.2% | +1.2% | -23.4% | -22.4% |
| 30D | -38.3% | +19.7% | -58.1% | -41.3% |
| 3M | -59.4% | -2.1% | -57.3% | -59.0% |
| 6M | -74.4% | -13.4% | -60.9% | -73.2% |
| YTD | -76.0% | -16.7% | -59.3% | -74.8% |
| 1Y | -78.7% | -23.3% | -55.3% | -77.0% |
| 3Y | -30.0% | -24.8% | -5.2% | -25.0% |
| 5Y | -93.7% | -88.0% | -5.7% | -93.0% |
| All | -87.0% | -90.8% | +3.7% | -85.4% |
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