+52.7%
DRAM vs TDY
+6.1%
+46.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.0% |
| 7D | +7.9% | +4.1% | +3.9% | +1.7% |
| 30D | -15.4% | +5.7% | -21.2% | -20.7% |
| 3M | -25.5% | -4.4% | -21.1% | -18.8% |
| 6M | -22.3% | +1.2% | -23.5% | -21.9% |
| All | +52.7% | +6.1% | +46.7% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling