+78.4%
DDOG vs TEM
+60.7%
+17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -6.1% | +3.2% | -9.3% | -6.4% |
| 30D | -10.1% | +23.5% | -33.6% | -12.3% |
| 3M | -9.3% | +32.3% | -41.6% | -12.3% |
| 6M | +67.2% | +23.0% | +44.2% | +61.8% |
| YTD | +54.6% | +8.9% | +45.7% | +51.2% |
| 1Y | +54.1% | -19.9% | +73.9% | +53.9% |
| All | +78.4% | +60.7% | +17.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling