-87.0%
OPEN vs TYL
+23.3%
-110.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -19.5% |
| 7D | -22.2% | +6.7% | -28.9% | -26.5% |
| 30D | -38.3% | +26.5% | -64.9% | -51.2% |
| 3M | -59.4% | +37.3% | -96.7% | -71.0% |
| 6M | -74.4% | +31.2% | -105.5% | -81.7% |
| YTD | -76.0% | -7.4% | -68.6% | -75.9% |
| 1Y | -78.7% | -9.6% | -69.1% | -78.2% |
| 3Y | -30.0% | +1.9% | -31.9% | -47.9% |
| 5Y | -93.7% | -21.1% | -72.6% | -93.3% |
| All | -87.0% | +23.3% | -110.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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