+19.8%
DDOG vs TFC
+20.8%
-1.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.0% | -17.4% | -13.4% |
| 7D | -32.2% | +5.1% | -37.3% | -30.9% |
| 30D | -31.7% | +9.8% | -41.5% | -29.6% |
| 3M | -34.5% | -2.4% | -32.1% | -34.2% |
| 6M | +28.7% | +4.9% | +23.7% | +31.9% |
| YTD | +38.8% | +6.6% | +32.2% | +43.9% |
| 1Y | +19.8% | +21.3% | -1.5% | +21.4% |
| All | +19.8% | +20.8% | -1.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling