+467.1%
DDOG vs TCOM
+21.2%
+445.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -10.1% | -9.5% | -0.6% | -7.7% |
| 30D | -24.8% | -10.7% | -14.1% | -22.6% |
| 3M | -12.6% | -14.6% | +2.0% | -9.2% |
| 6M | +79.9% | -19.3% | +99.3% | +89.5% |
| YTD | +56.6% | -42.9% | +99.5% | +80.5% |
| 1Y | +61.6% | -43.8% | +105.4% | +86.7% |
| 3Y | +117.9% | +2.1% | +115.8% | +101.0% |
| 5Y | +54.2% | +31.2% | +23.0% | +20.7% |
| All | +467.1% | +21.2% | +445.9% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling