+91.2%
DDOG vs TEM
+53.2%
+38.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.7% | +11.8% | +7.6% |
| 7D | +7.7% | -1.1% | +8.7% | +7.7% |
| 30D | -13.6% | +11.3% | -24.9% | -14.9% |
| 3M | -0.9% | +25.5% | -26.4% | -3.7% |
| 6M | +75.2% | +17.1% | +58.1% | +70.4% |
| YTD | +65.7% | +3.8% | +61.9% | +62.7% |
| 1Y | +60.4% | -24.4% | +84.7% | +61.0% |
| All | +91.2% | +53.2% | +38.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling