-19.3%
DRAM vs TD
+16.3%
-35.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.7% |
| 7D | -18.2% | -1.7% | -16.5% | -15.6% |
| 30D | -34.5% | +8.2% | -42.8% | -37.4% |
| 3M | -23.6% | +1.7% | -25.3% | -22.7% |
| 6M | -19.3% | +14.2% | -33.5% | -19.3% |
| All | -19.3% | +16.3% | -35.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 6mo: compounded portfolio wealth divided by compounded TD 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…
6mo analysis · Full analysis span regression · 6 months rolling