-89.0%
OPEN vs TNA
+122.2%
-211.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.9% |
| 7D | -15.0% | +3.7% | -18.7% | -17.3% |
| 30D | -40.2% | +4.4% | -44.6% | -42.4% |
| 3M | -67.4% | -26.7% | -40.7% | -59.4% |
| 6M | -74.0% | -12.8% | -61.2% | -71.7% |
| YTD | -79.6% | +22.7% | -102.2% | -83.2% |
| 1Y | -86.1% | +35.7% | -121.8% | -89.3% |
| 3Y | -41.4% | +134.6% | -176.0% | -72.0% |
| 5Y | -94.9% | -46.0% | -48.9% | -94.4% |
| All | -89.0% | +122.2% | -211.2% | -90.4% |
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