-70.8%
OPEN vs TRMB
+38.9%
-109.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.8% |
| 7D | -4.3% | -2.5% | -1.7% | -1.4% |
| 30D | -16.2% | +1.5% | -17.7% | -18.0% |
| 3M | -36.4% | +6.8% | -43.1% | -41.9% |
| 6M | -35.5% | -14.9% | -20.5% | -24.3% |
| YTD | -46.0% | -24.1% | -21.9% | -28.7% |
| 1Y | -47.1% | -25.4% | -21.8% | -27.2% |
| 3Y | -19.0% | +8.0% | -27.0% | -32.8% |
| 5Y | -83.6% | -37.3% | -46.3% | -74.2% |
| All | -70.8% | +38.9% | -109.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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