+115.0%
DRAM vs TSN
-19.1%
+134.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.2% |
| 7D | +6.9% | -6.3% | +13.2% | +3.3% |
| 30D | +11.1% | -10.8% | +21.9% | +3.7% |
| 3M | -9.1% | -8.8% | -0.4% | -12.0% |
| All | +115.0% | -19.1% | +134.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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