+62.5%
DRAM vs TXG
+215.5%
-153.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | -6.7% |
| 7D | -16.6% | -19.3% | +2.6% | -9.4% |
| 30D | -26.9% | -30.9% | +4.1% | -16.6% |
| 3M | -17.8% | +41.1% | -58.9% | -33.0% |
| 6M | +6.2% | +211.9% | -205.7% | -33.4% |
| All | +62.5% | +215.5% | -153.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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