+59.9%
DDOG vs TE
-43.0%
+102.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.1% | +7.5% |
| 7D | +7.7% | +15.0% | -7.3% | +5.7% |
| 30D | -13.6% | -7.5% | -6.1% | -13.0% |
| 3M | -0.9% | -42.0% | +41.1% | +3.9% |
| 6M | +75.2% | -31.4% | +106.7% | +73.8% |
| YTD | +65.7% | -26.5% | +92.1% | +60.1% |
| 1Y | +60.4% | +153.1% | -92.7% | +21.8% |
| 3Y | +130.7% | -20.7% | +151.3% | +104.0% |
| 5Y | +59.9% | -45.4% | +105.3% | +44.9% |
| All | +59.9% | -43.0% | +102.9% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling