+115.0%
DRAM vs TLN
-1.9%
+116.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.9% | +3.5% |
| 7D | +6.9% | +7.1% | -0.1% | +1.1% |
| 30D | +11.1% | -3.9% | +15.0% | +14.1% |
| 3M | -9.1% | -16.2% | +7.0% | +7.3% |
| All | +115.0% | -1.9% | +116.9% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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