-87.4%
OPEN vs TYL
+24.7%
-112.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.3% |
| 7D | -31.1% | +0.5% | -31.6% | -31.2% |
| 30D | -34.7% | +25.2% | -59.9% | -47.6% |
| 3M | -61.9% | +31.8% | -93.6% | -71.6% |
| 6M | -71.9% | +36.3% | -108.1% | -80.7% |
| YTD | -76.6% | -6.3% | -70.3% | -76.8% |
| 1Y | -83.9% | -9.5% | -74.4% | -83.5% |
| 3Y | -34.4% | +1.6% | -36.0% | -50.7% |
| 5Y | -93.9% | -21.8% | -72.2% | -93.5% |
| All | -87.4% | +24.7% | -112.1% | -90.5% |
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