+56.5%
DDOG vs TEM
+89.7%
-33.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.5% |
| 7D | +5.6% | +7.8% | -2.1% | +4.7% |
| 30D | -34.9% | +11.2% | -46.1% | -35.7% |
| 3M | -23.4% | +39.0% | -62.4% | -26.5% |
| 6M | -7.7% | +61.6% | -69.4% | -13.1% |
| YTD | +35.6% | +28.5% | +7.1% | +29.8% |
| 1Y | -3.4% | +6.7% | -10.1% | -6.1% |
| All | +56.5% | +89.7% | -33.2% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling