+88.2%
DDOG vs TEM
+46.9%
+41.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -1.2% |
| 7D | +3.2% | -9.2% | +12.4% | +4.2% |
| 30D | -10.2% | +5.5% | -15.6% | -11.0% |
| 3M | -2.6% | +18.7% | -21.3% | -4.9% |
| 6M | +80.1% | +15.4% | +64.7% | +75.4% |
| YTD | +63.0% | -0.5% | +63.6% | +60.8% |
| 1Y | +59.4% | -24.8% | +84.2% | +60.1% |
| All | +88.2% | +46.9% | +41.3% | +68.3% |
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