+41.5%
DRAM vs TSLL
-23.1%
+64.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.6% | -2.5% | +2.7% |
| 7D | -18.2% | -21.2% | +3.1% | -10.1% |
| 30D | -34.5% | -13.3% | -21.2% | -30.6% |
| 3M | -23.6% | +15.4% | -39.0% | -29.2% |
| 6M | -19.3% | -34.2% | +14.9% | -2.4% |
| All | +41.5% | -23.1% | +64.6% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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