+390.4%
DDOG vs TCOM
+28.7%
+361.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | +2.9% | -1.8% | +4.6% | +3.3% |
| 30D | -31.6% | +12.1% | -43.7% | -34.0% |
| 3M | -27.0% | -3.2% | -23.8% | -26.9% |
| 6M | -10.3% | -16.6% | +6.3% | -6.8% |
| YTD | +35.4% | -39.4% | +74.8% | +52.7% |
| 1Y | -1.0% | -41.5% | +40.5% | +12.7% |
| 3Y | +76.7% | +24.4% | +52.3% | +52.9% |
| 5Y | -4.6% | +41.6% | -46.2% | -27.1% |
| All | +390.4% | +28.7% | +361.7% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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