+459.9%
DDOG vs TDY
+87.5%
+372.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | -10.1% | -12.5% | +2.3% | -4.4% |
| 3M | -9.3% | -1.2% | -8.1% | -9.1% |
| 6M | +67.2% | -6.6% | +73.8% | +70.4% |
| YTD | +54.6% | +18.5% | +36.1% | +38.2% |
| 1Y | +54.1% | +10.8% | +43.3% | +42.2% |
| 3Y | +115.3% | +47.5% | +67.8% | +69.8% |
| 5Y | +50.6% | +35.8% | +14.8% | +23.6% |
| All | +459.9% | +87.5% | +372.4% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling