+46.4%
DRAM vs TXT
-1.3%
+47.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | -14.7% | -1.1% | -13.6% | -14.3% |
| 30D | -28.9% | +17.1% | -46.0% | -33.7% |
| 3M | -18.1% | -2.6% | -15.4% | -13.7% |
| 6M | -23.0% | -4.6% | -18.5% | -17.3% |
| All | +46.4% | -1.3% | +47.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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