-30.0%
OPEN vs TYL
+2.6%
-32.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -20.9% |
| 7D | -22.2% | +6.7% | -28.9% | -23.8% |
| 30D | -38.3% | +26.5% | -64.9% | -43.5% |
| 3M | -59.4% | +37.3% | -96.7% | -64.1% |
| 6M | -74.4% | +31.2% | -105.5% | -77.2% |
| YTD | -76.0% | -7.4% | -68.6% | -75.0% |
| 1Y | -78.7% | -9.6% | -69.1% | -77.6% |
| 3Y | -30.0% | +1.9% | -31.9% | -40.1% |
| All | -30.0% | +2.6% | -32.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling