-79.5%
RAM vs TDY
-3.3%
-76.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -6.4% | -26.1% | -12.3% |
| 7D | -49.5% | -12.7% | -36.8% | -19.2% |
| 30D | -63.2% | -4.9% | -58.3% | -53.9% |
| 3M | -58.5% | -13.5% | -45.0% | -27.1% |
| All | -79.5% | -3.3% | -76.2% | -77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling