-39.2%
TLT vs OPEN
-87.3%
+48.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | 0.0% |
| 7D | -1.0% | -31.1% | +30.0% | -0.5% |
| 30D | +3.7% | -34.7% | +38.4% | +4.3% |
| 3M | -0.8% | -61.9% | +61.1% | +0.7% |
| 6M | -3.6% | -71.9% | +68.3% | -1.8% |
| YTD | -3.9% | -76.6% | +72.7% | -2.0% |
| 1Y | -6.2% | -83.9% | +77.7% | -3.9% |
| 3Y | +4.2% | -34.4% | +38.5% | +1.7% |
| 5Y | -34.7% | -93.9% | +59.3% | -36.2% |
| All | -39.2% | -87.3% | +48.1% | -39.6% |
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