-84.2%
OPEN vs TXG
-63.6%
-20.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -3.9% |
| 7D | -2.9% | +9.1% | -12.1% | -8.5% |
| 30D | -13.8% | +14.9% | -28.7% | -21.7% |
| 3M | -30.9% | +120.0% | -150.8% | -60.5% |
| 6M | -40.9% | +221.8% | -262.8% | -74.9% |
| YTD | -48.5% | +312.6% | -361.1% | -82.0% |
| 1Y | -50.9% | +398.4% | -449.3% | -85.2% |
| 3Y | -20.6% | +42.1% | -62.7% | -46.7% |
| 5Y | -84.2% | -63.5% | -20.7% | -72.2% |
| All | -84.2% | -63.6% | -20.6% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling