-70.8%
OPEN vs TXT
+134.1%
-205.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -4.3% | -4.8% | +0.5% | -0.5% |
| 30D | -16.2% | -10.6% | -5.6% | -8.7% |
| 3M | -36.4% | -13.2% | -23.2% | -29.6% |
| 6M | -35.5% | -20.3% | -15.1% | -24.2% |
| YTD | -46.0% | -9.3% | -36.7% | -43.2% |
| 1Y | -47.1% | -2.7% | -44.5% | -47.4% |
| 3Y | -19.0% | +1.4% | -20.4% | -21.3% |
| 5Y | -83.6% | +9.6% | -93.1% | -84.9% |
| All | -70.8% | +134.1% | -205.0% | -73.5% |
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