+62.5%
DRAM vs TEM
+69.6%
-7.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.5% |
| 7D | -16.6% | -1.3% | -15.3% | -16.4% |
| 30D | -26.9% | -9.5% | -17.3% | -25.3% |
| 3M | -17.8% | +60.7% | -78.5% | -31.3% |
| 6M | +6.2% | +35.5% | -29.3% | -7.5% |
| All | +62.5% | +69.6% | -7.1% | +38.4% |
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 · 6 months rolling