+19.8%
DDOG vs TD
+61.0%
-41.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.8% | -17.2% | -14.1% |
| 7D | -32.2% | +1.4% | -33.6% | -31.9% |
| 30D | -31.7% | +10.2% | -42.0% | -30.9% |
| 3M | -34.5% | +8.1% | -42.6% | -33.7% |
| 6M | +28.7% | +22.3% | +6.3% | +31.8% |
| YTD | +38.8% | +39.0% | -0.3% | +36.4% |
| 1Y | +19.8% | +62.6% | -42.8% | +29.6% |
| All | +19.8% | +61.0% | -41.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling