+46.4%
DRAM vs TLT
-4.0%
+50.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.5% |
| 7D | -14.7% | -0.3% | -14.4% | -14.5% |
| 30D | -28.9% | +3.7% | -32.7% | -34.3% |
| 3M | -18.1% | -0.7% | -17.4% | -16.1% |
| 6M | -23.0% | -4.2% | -18.8% | -9.3% |
| All | +46.4% | -4.0% | +50.4% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling