+490.5%
DDOG vs TD
+178.8%
+311.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | +3.2% | -2.6% | +5.8% | +4.4% |
| 30D | -10.2% | -1.0% | -9.1% | -9.8% |
| 3M | -2.6% | +5.6% | -8.2% | -5.4% |
| 6M | +80.1% | +27.1% | +53.0% | +59.4% |
| YTD | +63.0% | +29.4% | +33.6% | +42.9% |
| 1Y | +59.4% | +60.7% | -1.3% | +25.6% |
| 3Y | +127.0% | +127.6% | -0.6% | +48.5% |
| 5Y | +61.7% | +125.4% | -63.7% | +9.9% |
| All | +490.5% | +178.8% | +311.6% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling