-38.4%
TLT vs OPEN
-87.0%
+48.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.8% | +21.8% | +0.3% |
| 7D | +0.1% | -22.2% | +22.3% | +0.4% |
| 30D | +6.2% | -38.3% | +44.5% | +6.9% |
| 3M | +0.1% | -59.4% | +59.4% | +1.4% |
| 6M | -3.0% | -74.4% | +71.4% | -1.1% |
| YTD | -2.7% | -76.0% | +73.3% | -0.9% |
| 1Y | -4.8% | -78.7% | +73.8% | -3.0% |
| 3Y | +6.9% | -30.0% | +36.9% | +4.3% |
| 5Y | -34.5% | -93.7% | +59.3% | -36.1% |
| All | -38.4% | -87.0% | +48.5% | -38.9% |
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