+61.6%
DDOG vs TE
+132.3%
-70.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -10.1% | -4.0% | -6.2% | -10.0% |
| 30D | -24.8% | -15.9% | -8.9% | -24.4% |
| 3M | -12.6% | -60.5% | +48.0% | -9.7% |
| 6M | +79.9% | -35.2% | +115.2% | +80.0% |
| YTD | +56.6% | -31.1% | +87.7% | +56.1% |
| 1Y | +61.6% | +148.6% | -87.1% | +44.7% |
| All | +61.6% | +132.3% | -70.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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