-74.2%
OPEN vs TNA
+158.3%
-232.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.1% |
| 7D | -11.4% | -7.3% | -4.2% | -6.4% |
| 30D | -20.1% | -14.2% | -5.9% | -10.6% |
| 3M | -37.6% | -4.6% | -33.0% | -35.1% |
| 6M | -47.1% | +36.9% | -84.0% | -58.9% |
| YTD | -52.1% | +42.5% | -94.7% | -64.4% |
| 1Y | -73.5% | +45.8% | -119.2% | -80.8% |
| 3Y | -24.4% | +104.7% | -129.0% | -60.1% |
| 5Y | -85.1% | -21.7% | -63.4% | -86.5% |
| All | -74.2% | +158.3% | -232.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling