-86.9%
OPEN vs TYL
+22.6%
-109.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -21.7% | +3.5% | -25.2% | -23.7% |
| 30D | -36.5% | +26.9% | -63.4% | -49.9% |
| 3M | -59.5% | +33.8% | -93.4% | -70.4% |
| 6M | -71.9% | +28.8% | -100.7% | -79.5% |
| YTD | -75.8% | -7.9% | -67.9% | -75.6% |
| 1Y | -78.5% | -9.8% | -68.7% | -78.0% |
| 3Y | -30.2% | +1.2% | -31.4% | -47.7% |
| 5Y | -93.3% | -22.8% | -70.5% | -92.7% |
| All | -86.9% | +22.6% | -109.5% | -90.0% |
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