+358.6%
DDOG vs TE
-80.5%
+439.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.2% |
| 7D | +2.9% | -19.1% | +21.9% | +5.6% |
| 30D | -31.6% | -34.1% | +2.5% | -28.2% |
| 3M | -27.0% | -60.1% | +33.1% | -18.8% |
| 6M | -10.3% | -66.0% | +55.7% | -2.5% |
| YTD | +35.4% | -71.4% | +106.8% | +46.4% |
| 1Y | -1.0% | -45.3% | +44.3% | -3.9% |
| 3Y | +76.7% | +9.1% | +67.5% | +23.5% |
| 5Y | -4.6% | -82.6% | +78.0% | -1.5% |
| All | +358.6% | -80.5% | +439.0% | +418.9% |
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