+121.8%
DRAM vs TDG
-3.5%
+125.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +9.6% | -2.4% | +12.0% | +10.5% |
| 30D | +24.2% | -8.0% | +32.1% | +27.5% |
| 3M | +2.9% | -10.5% | +13.3% | +7.1% |
| All | +121.8% | -3.5% | +125.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · Available span rolling