-74.1%
OPEN vs TXG
-24.5%
-49.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.8% |
| 7D | -10.5% | +5.0% | -15.5% | -13.4% |
| 30D | -21.8% | +13.5% | -35.3% | -28.2% |
| 3M | -37.5% | +128.0% | -165.5% | -64.6% |
| 6M | -44.1% | +224.4% | -268.5% | -75.9% |
| YTD | -52.0% | +307.0% | -359.0% | -82.6% |
| 1Y | -52.2% | +427.2% | -479.5% | -85.7% |
| 3Y | -25.9% | +40.2% | -66.1% | -50.8% |
| 5Y | -85.1% | -64.0% | -21.0% | -77.7% |
| All | -74.1% | -24.5% | -49.6% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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