+62.5%
DRAM vs TTMI
-18.7%
+81.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.1% | +4.8% | +0.7% |
| 7D | -16.6% | -19.2% | +2.5% | -5.6% |
| 30D | -26.9% | -44.9% | +18.0% | +1.9% |
| 3M | -17.8% | -44.7% | +26.9% | +13.0% |
| 6M | +6.2% | -53.4% | +59.6% | +77.1% |
| All | +62.5% | -18.7% | +81.2% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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