+115.0%
DRAM vs TYL
+8.3%
+106.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.0% | +10.6% | +2.2% |
| 7D | +6.9% | -3.7% | +10.6% | +3.0% |
| 30D | +11.1% | +18.7% | -7.7% | +35.6% |
| 3M | -9.1% | +18.1% | -27.3% | +19.0% |
| All | +115.0% | +8.3% | +106.7% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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 · Available span rolling