-87.0%
OPEN vs TXT
+147.4%
-234.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.0% | -19.8% | -20.3% |
| 7D | -22.2% | -2.5% | -19.7% | -20.4% |
| 30D | -38.3% | +14.4% | -52.7% | -44.8% |
| 3M | -59.4% | -4.9% | -54.4% | -58.1% |
| 6M | -74.4% | -10.2% | -64.1% | -72.6% |
| YTD | -76.0% | -4.1% | -71.9% | -76.0% |
| 1Y | -78.7% | +4.0% | -82.6% | -80.1% |
| 3Y | -30.0% | +8.0% | -38.0% | -35.6% |
| 5Y | -93.7% | +8.4% | -102.2% | -94.5% |
| All | -87.0% | +147.4% | -234.5% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling