+52.7%
DRAM vs TCOM
-11.9%
+64.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -2.5% |
| 7D | +7.9% | -1.8% | +9.7% | +7.2% |
| 30D | -15.4% | +12.1% | -27.5% | -11.6% |
| 3M | -25.5% | -3.2% | -22.3% | -24.5% |
| 6M | -22.3% | -16.6% | -5.6% | -12.5% |
| All | +52.7% | -11.9% | +64.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling