+489.1%
DDOG vs TDY
+87.1%
+402.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.8% |
| 7D | +3.9% | -1.1% | +5.0% | +4.4% |
| 30D | -8.2% | -12.0% | +3.9% | -2.6% |
| 3M | -5.6% | -3.2% | -2.4% | -4.5% |
| 6M | +73.5% | -7.9% | +81.4% | +78.0% |
| YTD | +62.7% | +18.2% | +44.4% | +45.5% |
| 1Y | +59.0% | +6.7% | +52.3% | +49.6% |
| 3Y | +117.1% | +47.5% | +69.6% | +71.2% |
| 5Y | +61.3% | +39.5% | +21.8% | +31.1% |
| All | +489.1% | +87.1% | +402.0% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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