+57.3%
DRAM vs TLT
-5.0%
+62.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.2% |
| 7D | +18.0% | -2.7% | +20.7% | +21.1% |
| 30D | -17.4% | +2.2% | -19.5% | -22.0% |
| 3M | -20.3% | -1.7% | -18.6% | -17.5% |
| 6M | -14.9% | -4.0% | -10.9% | -4.0% |
| All | +57.3% | -5.0% | +62.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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