-93.3%
OPEN vs TYL
-22.0%
-71.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.9% |
| 7D | -24.7% | +4.3% | -29.0% | -27.3% |
| 30D | -41.0% | +28.0% | -68.9% | -54.1% |
| 3M | -62.4% | +32.3% | -94.7% | -72.3% |
| 6M | -73.9% | +29.9% | -103.8% | -81.3% |
| YTD | -77.5% | -7.1% | -70.4% | -77.3% |
| 1Y | -83.6% | -9.2% | -74.3% | -83.1% |
| 3Y | -37.0% | +0.7% | -37.7% | -54.9% |
| 5Y | -93.3% | -21.1% | -72.2% | -92.9% |
| All | -93.3% | -22.0% | -71.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling