-70.8%
OPEN vs TMF
-90.7%
+19.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -4.3% | -1.4% | -2.8% | -3.8% |
| 30D | -16.2% | -2.8% | -13.4% | -15.5% |
| 3M | -36.4% | -10.9% | -25.5% | -34.2% |
| 6M | -35.5% | -21.3% | -14.1% | -31.1% |
| YTD | -46.0% | -15.9% | -30.1% | -43.5% |
| 1Y | -47.1% | -15.7% | -31.4% | -44.9% |
| 3Y | -19.0% | -43.4% | +24.3% | -10.1% |
| 5Y | -83.6% | -87.8% | +4.2% | -81.7% |
| All | -70.8% | -90.7% | +19.9% | -67.2% |
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