+41.5%
DRAM vs TLN
+4.8%
+36.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +0.9% |
| 7D | -18.2% | -1.3% | -16.9% | -17.3% |
| 30D | -34.5% | -10.5% | -24.0% | -29.1% |
| 3M | -23.6% | +0.1% | -23.7% | -24.8% |
| 6M | -19.3% | -17.4% | -1.9% | -8.0% |
| All | +41.5% | +4.8% | +36.7% | +49.8% |
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