-16.4%
TNA vs RAM
-73.7%
+57.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -10.3% | +14.7% | +5.6% |
| 7D | +2.4% | -31.3% | +33.7% | +6.9% |
| 30D | -0.9% | -49.4% | +48.5% | +6.7% |
| 3M | -19.2% | -41.4% | +22.2% | -15.3% |
| All | -16.4% | -73.7% | +57.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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