-83.4%
OPEN vs TYL
+26.1%
-109.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -11.2% |
| 7D | -5.8% | +15.1% | -20.9% | -18.3% |
| 30D | -21.1% | +30.1% | -51.2% | -39.6% |
| 3M | -52.4% | +40.4% | -92.8% | -66.9% |
| 6M | -65.8% | +31.3% | -97.1% | -75.7% |
| YTD | -69.3% | -5.2% | -64.1% | -70.1% |
| 1Y | -75.2% | -6.6% | -68.6% | -75.7% |
| 3Y | -14.4% | +3.4% | -17.7% | -37.2% |
| 5Y | -92.0% | -19.3% | -72.7% | -91.7% |
| All | -83.4% | +26.1% | -109.6% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling