-75.5%
RAM vs TDY
+5.1%
-80.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.0% | +9.5% | +1.2% |
| 7D | -23.6% | -2.5% | -21.1% | -13.0% |
| 30D | -52.2% | +4.8% | -57.0% | -55.0% |
| 3M | -43.9% | -6.9% | -37.0% | -19.1% |
| All | -75.5% | +5.1% | -80.7% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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 · Available span rolling