-78.4%
RAM vs TDY
+1.1%
-79.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.8% | -8.4% |
| 7D | -37.4% | -6.0% | -31.3% | -20.6% |
| 30D | -62.0% | +2.4% | -64.4% | -61.7% |
| 3M | -52.1% | -10.0% | -42.1% | -24.7% |
| All | -78.4% | +1.1% | -79.5% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling