-87.4%
OPEN vs TW
+112.5%
-199.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | -31.1% | +2.8% | -33.9% | -32.1% |
| 30D | -34.7% | +18.1% | -52.7% | -40.0% |
| 3M | -61.9% | +25.2% | -87.1% | -66.2% |
| 6M | -71.9% | +19.1% | -91.0% | -74.9% |
| YTD | -76.6% | +21.9% | -98.5% | -79.6% |
| 1Y | -83.9% | +18.9% | -102.8% | -85.7% |
| 3Y | -34.4% | +41.7% | -76.1% | -56.6% |
| 5Y | -93.9% | +40.4% | -134.4% | -96.3% |
| All | -87.4% | +112.5% | -199.9% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling