+62.5%
DRAM vs TDY
+4.2%
+58.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.8% | -0.5% | +1.3% |
| 7D | -16.6% | -5.0% | -11.6% | -10.4% |
| 30D | -26.9% | +2.0% | -28.8% | -28.8% |
| 3M | -17.8% | -7.7% | -10.1% | -7.0% |
| 6M | +6.2% | -0.9% | +7.1% | +8.8% |
| All | +62.5% | +4.2% | +58.3% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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