-85.1%
OPEN vs TNA
-26.1%
-59.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -4.2% |
| 7D | -10.5% | -7.6% | -2.9% | -4.6% |
| 30D | -21.8% | -13.6% | -8.2% | -11.8% |
| 3M | -37.5% | +2.8% | -40.3% | -39.0% |
| 6M | -44.1% | +34.5% | -78.6% | -57.6% |
| YTD | -52.0% | +41.0% | -93.0% | -65.6% |
| 1Y | -52.2% | +52.0% | -104.2% | -67.7% |
| 3Y | -25.9% | +103.5% | -129.4% | -66.4% |
| 5Y | -85.1% | -22.5% | -62.5% | -86.6% |
| All | -85.1% | -26.1% | -59.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling