+489.1%
DDOG vs TDG
+173.8%
+315.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | +3.9% | -1.9% | +5.8% | +4.6% |
| 30D | -8.2% | -7.7% | -0.5% | -5.3% |
| 3M | -5.6% | -9.3% | +3.8% | -2.5% |
| 6M | +73.5% | -9.4% | +82.9% | +77.6% |
| YTD | +62.7% | -14.3% | +76.9% | +70.4% |
| 1Y | +59.0% | -11.8% | +70.8% | +64.2% |
| 3Y | +117.1% | +52.0% | +65.2% | +77.8% |
| 5Y | +61.3% | +128.8% | -67.5% | +15.4% |
| All | +489.1% | +173.8% | +315.3% | +268.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling