+52.7%
DRAM vs TT
+0.4%
+52.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -0.8% |
| 7D | +7.9% | +4.0% | +3.9% | +2.2% |
| 30D | -15.4% | -11.3% | -4.1% | -0.1% |
| 3M | -25.5% | -12.3% | -13.2% | -10.6% |
| 6M | -22.3% | -10.8% | -11.4% | -5.0% |
| All | +52.7% | +0.4% | +52.3% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling