+19.8%
DDOG vs TE
-16.5%
+36.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.5% | -10.9% | -14.2% |
| 7D | -32.2% | +3.8% | -36.0% | -32.3% |
| 30D | -31.7% | -26.2% | -5.5% | -30.7% |
| 3M | -34.5% | -49.7% | +15.2% | -32.7% |
| 6M | +28.7% | -46.5% | +75.1% | +29.5% |
| YTD | +38.8% | -59.1% | +97.9% | +41.9% |
| 1Y | +19.8% | -25.8% | +45.6% | +24.0% |
| All | +19.8% | -16.5% | +36.3% | +24.0% |
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