-70.8%
OPEN vs TYL
+6.7%
-77.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.7% | +4.7% |
| 7D | -4.3% | -3.7% | -0.6% | -0.8% |
| 30D | -16.2% | +18.7% | -35.0% | -30.4% |
| 3M | -36.4% | +18.1% | -54.5% | -48.8% |
| 6M | -35.5% | -1.1% | -34.3% | -38.3% |
| YTD | -46.0% | -19.8% | -26.2% | -37.0% |
| 1Y | -47.1% | -34.3% | -12.8% | -22.9% |
| 3Y | -19.0% | -8.2% | -10.8% | -33.6% |
| 5Y | -83.6% | -25.4% | -58.2% | -81.2% |
| All | -70.8% | +6.7% | -77.5% | -74.3% |
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 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