+490.5%
DDOG vs TCOM
+14.3%
+476.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +3.2% | -6.5% | +9.8% | +5.1% |
| 30D | -10.2% | -16.2% | +6.1% | -5.9% |
| 3M | -2.6% | -19.3% | +16.7% | +2.7% |
| 6M | +80.1% | -27.2% | +107.4% | +95.0% |
| YTD | +63.0% | -46.2% | +109.2% | +90.9% |
| 1Y | +59.4% | -46.6% | +106.0% | +86.7% |
| 3Y | +127.0% | +8.4% | +118.6% | +105.0% |
| 5Y | +61.7% | +25.8% | +35.9% | +28.0% |
| All | +490.5% | +14.3% | +476.2% | +343.1% |
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