+61.6%
DDOG vs TDG
-9.4%
+71.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -10.1% | -2.0% | -8.1% | -9.9% |
| 30D | -24.8% | -7.4% | -17.4% | -24.1% |
| 3M | -12.6% | -5.4% | -7.2% | -12.7% |
| 6M | +79.9% | -11.6% | +91.6% | +84.9% |
| YTD | +56.6% | -12.6% | +69.2% | +62.8% |
| 1Y | +61.6% | -9.3% | +70.9% | +67.9% |
| All | +61.6% | -9.4% | +71.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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