-18.8%
OPEN vs TXG
+31.6%
-50.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -4.9% |
| 7D | +1.0% | +9.4% | -8.4% | -3.7% |
| 30D | -11.9% | +26.1% | -38.0% | -22.4% |
| 3M | -28.8% | +124.8% | -153.6% | -54.5% |
| 6M | -38.6% | +215.2% | -253.8% | -68.1% |
| YTD | -47.3% | +302.2% | -349.5% | -76.5% |
| 1Y | -49.2% | +370.9% | -420.1% | -79.3% |
| 3Y | -18.8% | +38.5% | -57.3% | -13.9% |
| All | -18.8% | +31.6% | -50.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling