+52.7%
DRAM vs TXG
+171.9%
-119.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.2% |
| 7D | +7.9% | -1.8% | +9.8% | +8.7% |
| 30D | -15.4% | -20.4% | +5.0% | -6.2% |
| 3M | -25.5% | +0.1% | -25.6% | -27.5% |
| 6M | -22.3% | +176.2% | -198.4% | -47.8% |
| All | +52.7% | +171.9% | -119.2% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling