-73.6%
OPEN vs TSLQ
-97.6%
+24.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -7.3% |
| 7D | -24.7% | +4.7% | -29.4% | -23.3% |
| 30D | -41.0% | -5.6% | -35.4% | -41.5% |
| 3M | -62.4% | -34.6% | -27.8% | -65.9% |
| 6M | -73.9% | -11.4% | -62.5% | -72.5% |
| YTD | -77.5% | -14.1% | -63.4% | -75.7% |
| 1Y | -83.6% | -20.7% | -62.8% | -82.3% |
| 3Y | -37.0% | -96.9% | +59.9% | -66.3% |
| All | -73.6% | -97.6% | +24.1% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling