-73.5%
OPEN vs TSLQ
-49.6%
-23.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.6% |
| 7D | -11.4% | -6.6% | -4.8% | -13.0% |
| 30D | -20.1% | -24.3% | +4.2% | -25.2% |
| 3M | -37.6% | -3.6% | -34.0% | -34.9% |
| 6M | -47.1% | -12.0% | -35.1% | -44.7% |
| YTD | -52.1% | +1.4% | -53.5% | -47.4% |
| 1Y | -73.5% | -43.6% | -29.9% | -71.2% |
| All | -73.5% | -49.6% | -23.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling