+52.7%
DRAM vs TXN
+60.2%
-7.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -0.1% |
| 7D | +7.9% | +9.5% | -1.5% | -1.1% |
| 30D | -15.4% | +8.7% | -24.1% | -20.4% |
| 3M | -25.5% | +11.6% | -37.1% | -31.5% |
| 6M | -22.3% | +0.1% | -22.4% | -19.6% |
| All | +52.7% | +60.2% | -7.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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