+62.5%
DRAM vs TLN
+1.1%
+61.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.5% | +3.2% | +0.8% |
| 7D | -16.6% | -6.0% | -10.6% | -13.0% |
| 30D | -26.9% | -1.5% | -25.3% | -27.1% |
| 3M | -17.8% | -3.9% | -13.9% | -17.0% |
| 6M | +6.2% | -15.0% | +21.3% | +21.2% |
| All | +62.5% | +1.1% | +61.4% | +75.9% |
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 · 6 months rolling