+490.5%
DDOG vs TAP
-15.1%
+505.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.2% | -5.3% | +8.5% | +3.1% |
| 30D | -10.2% | -7.4% | -2.8% | -10.3% |
| 3M | -2.6% | -4.9% | +2.3% | -2.7% |
| 6M | +80.1% | -14.2% | +94.3% | +79.9% |
| YTD | +63.0% | -14.8% | +77.9% | +62.8% |
| 1Y | +59.4% | -18.1% | +77.5% | +59.3% |
| 3Y | +127.0% | -32.7% | +159.7% | +128.2% |
| 5Y | +61.7% | -0.5% | +62.1% | +62.3% |
| All | +490.5% | -15.1% | +505.6% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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 · 6 months rolling