+76.4%
TMO vs OPEN
-71.4%
+147.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.6% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | +1.5% | -11.9% | +13.4% | +2.2% |
| 3M | +28.5% | -28.8% | +57.3% | +30.6% |
| 6M | +20.4% | -38.6% | +59.0% | +23.1% |
| YTD | +4.3% | -47.3% | +51.6% | +7.3% |
| 1Y | +24.1% | -49.2% | +73.3% | +25.0% |
| 3Y | +17.5% | -18.8% | +36.3% | +6.5% |
| 5Y | +6.8% | -83.6% | +90.4% | -1.1% |
| All | +76.4% | -71.4% | +147.8% | +60.1% |
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