-86.9%
OPEN vs TXT
+153.0%
-239.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.0% |
| 7D | -21.7% | -3.5% | -18.1% | -19.2% |
| 30D | -36.5% | +15.2% | -51.7% | -43.4% |
| 3M | -59.5% | -4.5% | -55.1% | -58.4% |
| 6M | -71.9% | -6.1% | -65.7% | -71.0% |
| YTD | -75.8% | -2.0% | -73.9% | -76.2% |
| 1Y | -78.5% | +4.2% | -82.7% | -79.9% |
| 3Y | -30.2% | +14.4% | -44.6% | -38.6% |
| 5Y | -93.3% | +12.3% | -105.6% | -94.2% |
| All | -86.9% | +153.0% | -239.9% | -88.9% |
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