+390.4%
DDOG vs TFC
+30.6%
+359.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +2.9% | +2.3% | +0.6% | +2.3% |
| 30D | -31.6% | +10.8% | -42.4% | -33.6% |
| 3M | -27.0% | -3.8% | -23.2% | -26.5% |
| 6M | -10.3% | +9.6% | -19.9% | -13.2% |
| YTD | +35.4% | +5.8% | +29.6% | +31.7% |
| 1Y | -1.0% | +16.2% | -17.1% | -6.3% |
| 3Y | +76.7% | +96.0% | -19.3% | +45.2% |
| 5Y | -4.6% | +1.7% | -6.3% | -10.5% |
| All | +390.4% | +30.6% | +359.8% | +285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling