+59.0%
DDOG vs TD
+60.9%
-2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | -8.2% | -1.9% | -6.3% | -8.3% |
| 3M | -5.6% | +4.8% | -10.3% | -5.3% |
| 6M | +73.5% | +28.0% | +45.5% | +61.7% |
| YTD | +62.7% | +30.3% | +32.4% | +51.2% |
| 1Y | +59.0% | +59.8% | -0.8% | +34.9% |
| All | +59.0% | +60.9% | -2.0% | +34.9% |
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