-89.0%
OPEN vs TXG
-33.8%
-55.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.7% |
| 7D | -15.0% | -1.8% | -13.2% | -14.2% |
| 30D | -40.2% | -20.4% | -19.8% | -33.8% |
| 3M | -67.4% | +0.1% | -67.5% | -70.2% |
| 6M | -74.0% | +176.2% | -250.2% | -88.2% |
| YTD | -79.6% | +256.8% | -336.4% | -92.6% |
| 1Y | -86.1% | +255.9% | -342.0% | -95.0% |
| 3Y | -41.4% | +60.2% | -101.6% | -68.0% |
| 5Y | -94.9% | -65.1% | -29.8% | -92.8% |
| All | -89.0% | -33.8% | -55.2% | -84.3% |
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