+423.5%
DDOG vs TE
-48.3%
+471.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.3% | -2.5% |
| 7D | -6.1% | +18.2% | -24.3% | -8.1% |
| 30D | -10.1% | -13.5% | +3.4% | -8.9% |
| 3M | -9.3% | -44.6% | +35.3% | -4.3% |
| 6M | +67.2% | -24.7% | +91.9% | +63.8% |
| YTD | +54.6% | -24.3% | +78.8% | +49.0% |
| 1Y | +54.1% | +155.6% | -101.5% | +17.2% |
| 3Y | +115.3% | -18.3% | +133.5% | +84.3% |
| 5Y | +50.6% | -41.3% | +91.9% | +33.7% |
| All | +423.5% | -48.3% | +471.7% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling