+62.5%
DRAM vs TOST
+37.2%
+25.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.8% | -3.6% |
| 7D | -16.6% | +10.7% | -27.4% | -13.8% |
| 30D | -26.9% | +17.7% | -44.6% | -22.8% |
| 3M | -17.8% | +4.6% | -22.4% | -16.1% |
| 6M | +6.2% | +20.3% | -14.0% | +13.3% |
| All | +62.5% | +37.2% | +25.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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