+41.5%
DRAM vs TMF
-13.8%
+55.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | -18.2% | +1.2% | -19.4% | -18.6% |
| 30D | -34.5% | +19.7% | -54.3% | -42.0% |
| 3M | -23.6% | -2.1% | -21.5% | -19.7% |
| 6M | -19.3% | -13.4% | -5.8% | +0.4% |
| All | +41.5% | -13.8% | +55.3% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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