+115.0%
DRAM vs TEM
+44.9%
+70.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +6.9% | +0.9% | +6.0% | +6.6% |
| 30D | +11.1% | +38.4% | -27.3% | -1.9% |
| 3M | -9.1% | +23.7% | -32.8% | -16.5% |
| All | +115.0% | +44.9% | +70.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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 · Available span rolling