+467.1%
DDOG vs TD
+182.3%
+284.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -10.1% | +0.3% | -10.5% | -10.3% |
| 30D | -24.8% | +0.4% | -25.2% | -24.9% |
| 3M | -12.6% | +7.6% | -20.2% | -15.8% |
| 6M | +79.9% | +25.0% | +55.0% | +60.5% |
| YTD | +56.6% | +31.0% | +25.6% | +36.6% |
| 1Y | +61.6% | +65.2% | -3.6% | +25.8% |
| 3Y | +117.9% | +122.5% | -4.6% | +44.4% |
| 5Y | +54.2% | +124.8% | -70.6% | +4.8% |
| All | +467.1% | +182.3% | +284.8% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling