+62.5%
DRAM vs TRMB
-15.2%
+77.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -17.3% | +12.0% | -7.6% |
| 7D | -16.6% | -15.7% | -1.0% | -18.0% |
| 30D | -26.9% | -7.8% | -19.1% | -25.6% |
| 3M | -17.8% | -9.3% | -8.5% | -16.4% |
| 6M | +6.2% | -20.8% | +27.0% | +27.0% |
| All | +62.5% | -15.2% | +77.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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