+115.0%
DRAM vs TMO
+26.2%
+88.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.5% |
| 7D | +6.9% | -1.4% | +8.3% | +6.7% |
| 30D | +11.1% | +6.2% | +4.9% | +12.3% |
| 3M | -9.1% | +27.5% | -36.6% | -7.1% |
| All | +115.0% | +26.2% | +88.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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 · Available span rolling