+459.9%
DDOG vs TEL
+142.3%
+317.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | -6.1% | -1.4% | -4.6% | -5.3% |
| 30D | -10.1% | -4.9% | -5.3% | -8.0% |
| 3M | -9.3% | +0.1% | -9.3% | -9.9% |
| 6M | +67.2% | +0.4% | +66.8% | +61.1% |
| YTD | +54.6% | -8.9% | +63.5% | +56.1% |
| 1Y | +54.1% | -0.3% | +54.4% | +46.6% |
| 3Y | +115.3% | +67.6% | +47.6% | +44.7% |
| 5Y | +50.6% | +50.7% | -0.1% | +8.2% |
| All | +459.9% | +142.3% | +317.6% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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