-4.4%
DDOG vs TCOM
+40.9%
-45.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +5.6% | -1.4% | +7.0% | +6.0% |
| 30D | -34.9% | +11.5% | -46.4% | -37.2% |
| 3M | -23.4% | -5.2% | -18.2% | -22.9% |
| 6M | -7.7% | -16.9% | +9.2% | -3.8% |
| YTD | +35.6% | -39.9% | +75.6% | +54.3% |
| 1Y | -3.4% | -42.1% | +38.7% | +11.1% |
| 3Y | +78.0% | +28.0% | +49.9% | +48.7% |
| 5Y | -4.4% | +40.4% | -44.8% | -32.0% |
| All | -4.4% | +40.9% | -45.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling