+56.5%
DDOG vs TEM
+98.6%
-42.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.5% |
| 7D | -2.3% | +5.1% | -7.4% | -2.9% |
| 30D | -35.8% | +16.8% | -52.6% | -36.9% |
| 3M | -25.3% | +42.6% | -67.9% | -28.5% |
| 6M | -8.9% | +63.9% | -72.8% | -14.3% |
| YTD | +35.6% | +34.5% | +1.1% | +29.1% |
| 1Y | -6.8% | +11.0% | -17.8% | -9.9% |
| All | +56.5% | +98.6% | -42.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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