+52.7%
DRAM vs TEL
+5.8%
+46.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.3% |
| 7D | +7.9% | +4.5% | +3.4% | +4.2% |
| 30D | -15.4% | +2.9% | -18.3% | -16.2% |
| 3M | -25.5% | +1.1% | -26.7% | -24.9% |
| 6M | -22.3% | +5.0% | -27.2% | -22.7% |
| All | +52.7% | +5.8% | +46.9% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling