+111.0%
DRAM vs TNA
+51.2%
+59.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -1.5% |
| 7D | +4.6% | -7.6% | +12.2% | +13.9% |
| 30D | +15.1% | -13.6% | +28.7% | +35.0% |
| 3M | +2.1% | +2.8% | -0.8% | +2.8% |
| All | +111.0% | +51.2% | +59.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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