-69.7%
RAM vs TD
+7.4%
-77.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.8% | -13.1% | -14.1% |
| 7D | -31.3% | +1.4% | -32.6% | -32.4% |
| 30D | -49.4% | +10.2% | -59.6% | -56.6% |
| 3M | -41.4% | +8.1% | -49.5% | -47.9% |
| All | -69.7% | +7.4% | -77.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 6mo: compounded portfolio wealth divided by compounded TD 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…
6mo analysis · Full analysis span regression · Available span rolling