+452.1%
DDOG vs TE
-53.2%
+505.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -0.7% |
| 7D | +3.2% | +0.9% | +2.4% | +3.0% |
| 30D | -10.2% | -16.3% | +6.1% | -8.4% |
| 3M | -2.6% | -40.8% | +38.2% | +1.8% |
| 6M | +80.1% | -42.6% | +122.7% | +83.2% |
| YTD | +63.0% | -31.4% | +94.5% | +59.0% |
| 1Y | +59.4% | +144.9% | -85.6% | +21.6% |
| 3Y | +127.0% | -26.0% | +153.0% | +96.7% |
| 5Y | +61.7% | -48.5% | +110.1% | +45.9% |
| All | +452.1% | -53.2% | +505.3% | +463.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling