-53.1%
TE vs OPEN
-70.7%
+17.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.0% | -4.3% | +0.3% | -3.0% |
| 30D | -15.9% | -16.2% | +0.3% | -12.8% |
| 3M | -60.5% | -36.4% | -24.2% | -56.6% |
| 6M | -35.2% | -35.5% | +0.2% | -29.9% |
| YTD | -31.1% | -46.0% | +14.8% | -23.4% |
| 1Y | +148.6% | -47.1% | +195.8% | +159.8% |
| 3Y | -26.4% | -19.0% | -7.4% | -41.1% |
| 5Y | -48.0% | -83.6% | +35.6% | -56.9% |
| All | -53.1% | -70.7% | +17.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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