+57.3%
DRAM vs TFC
+11.0%
+46.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.9% |
| 7D | +18.0% | +0.1% | +17.9% | +18.0% |
| 30D | -17.4% | +8.6% | -26.0% | -13.8% |
| 3M | -20.3% | -4.3% | -16.0% | -21.4% |
| 6M | -14.9% | +5.4% | -20.3% | -12.2% |
| All | +57.3% | +11.0% | +46.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling