-10.5%
OPEN vs TYL
+5.0%
-15.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -10.2% |
| 7D | -5.8% | +15.1% | -20.9% | -10.8% |
| 30D | -21.1% | +30.1% | -51.2% | -28.7% |
| 3M | -52.4% | +40.4% | -92.8% | -58.4% |
| 6M | -65.8% | +31.3% | -97.1% | -69.6% |
| YTD | -69.3% | -5.2% | -64.1% | -68.5% |
| 1Y | -75.2% | -6.6% | -68.6% | -74.5% |
| All | -10.5% | +5.0% | -15.5% | -24.3% |
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