+50.5%
DRAM vs TEM
+89.4%
-38.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.0% | -4.7% | +2.8% |
| 7D | -9.8% | +7.6% | -17.4% | -11.7% |
| 30D | -26.9% | +19.0% | -46.0% | -30.6% |
| 3M | -17.4% | +62.2% | -79.7% | -30.1% |
| 6M | -20.9% | +69.4% | -90.2% | -34.1% |
| All | +50.5% | +89.4% | -38.9% | +24.1% |
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