+59.9%
DDOG vs TD
+123.1%
-63.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +7.8% |
| 7D | +7.7% | -1.9% | +9.6% | +8.9% |
| 30D | -13.6% | -1.6% | -12.0% | -12.9% |
| 3M | -0.9% | +4.6% | -5.5% | -4.2% |
| 6M | +75.2% | +26.8% | +48.4% | +48.0% |
| YTD | +65.7% | +28.3% | +37.3% | +38.6% |
| 1Y | +60.4% | +60.4% | -0.1% | +14.7% |
| 3Y | +130.7% | +125.7% | +5.0% | +23.9% |
| 5Y | +59.9% | +122.4% | -62.5% | +5.9% |
| All | +59.9% | +123.1% | -63.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling