-37.0%
OPEN vs TPR
+419.9%
-456.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.9% |
| 7D | -24.7% | +12.1% | -36.8% | -28.7% |
| 30D | -41.0% | +16.7% | -57.7% | -45.1% |
| 3M | -62.4% | -17.4% | -45.0% | -59.6% |
| 6M | -73.9% | +2.3% | -76.1% | -75.1% |
| YTD | -77.5% | +7.1% | -84.7% | -79.5% |
| 1Y | -83.6% | +29.5% | -113.1% | -86.6% |
| 3Y | -37.0% | +415.0% | -452.1% | -91.3% |
| All | -37.0% | +419.9% | -456.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling