-74.1%
OPEN vs TW
+66.7%
-140.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | -10.5% | -2.7% | -7.8% | -9.2% |
| 30D | -21.8% | -1.7% | -20.0% | -21.2% |
| 3M | -37.5% | +1.6% | -39.1% | -39.3% |
| 6M | -44.1% | -17.7% | -26.4% | -38.9% |
| YTD | -52.0% | -4.3% | -47.6% | -52.3% |
| 1Y | -52.2% | -13.1% | -39.1% | -49.8% |
| 3Y | -25.9% | +20.3% | -46.2% | -48.3% |
| 5Y | -85.1% | +22.0% | -107.0% | -90.3% |
| All | -74.1% | +66.7% | -140.8% | -86.4% |
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