+115.0%
DRAM vs TSLL
-20.6%
+135.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -11.8% | +18.5% | +10.7% |
| 7D | +6.9% | +1.9% | +5.0% | +4.6% |
| 30D | +11.1% | +17.8% | -6.7% | +1.7% |
| 3M | -9.1% | -37.0% | +27.9% | +5.1% |
| All | +115.0% | -20.6% | +135.6% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling