+375.1%
DDOG vs TFC
+30.0%
+345.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -19.1% | +1.7% | -20.8% | -19.5% |
| 30D | -39.2% | +9.0% | -48.2% | -40.6% |
| 3M | -31.6% | -2.1% | -29.5% | -31.5% |
| 6M | -10.9% | +3.4% | -14.2% | -12.4% |
| YTD | +31.2% | +5.3% | +25.9% | +27.7% |
| 1Y | -10.7% | +16.2% | -26.8% | -15.5% |
| 3Y | +72.1% | +94.8% | -22.7% | +41.7% |
| 5Y | -5.5% | -0.7% | -4.8% | -11.0% |
| All | +375.1% | +30.0% | +345.1% | +273.7% |
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