-88.6%
OPEN vs TXT
+149.7%
-238.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.9% | -7.6% | -8.1% |
| 7D | -31.0% | -1.1% | -29.9% | -30.2% |
| 30D | -41.5% | +13.3% | -54.7% | -47.1% |
| 3M | -64.6% | -5.1% | -59.5% | -63.4% |
| 6M | -73.8% | -7.1% | -66.7% | -72.8% |
| YTD | -78.8% | -3.2% | -75.6% | -79.0% |
| 1Y | -86.8% | +2.3% | -89.1% | -87.5% |
| 3Y | -40.6% | +11.1% | -51.7% | -46.6% |
| 5Y | -94.7% | +10.0% | -104.7% | -95.3% |
| All | -88.6% | +149.7% | -238.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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