+499.9%
DDOG vs TFC
+29.7%
+470.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +7.9% | +7.4% |
| 7D | +7.7% | -1.3% | +9.0% | +8.0% |
| 30D | -13.6% | -2.3% | -11.3% | -13.1% |
| 3M | -0.9% | +2.5% | -3.4% | -1.9% |
| 6M | +75.2% | +9.5% | +65.7% | +69.3% |
| YTD | +65.7% | +5.1% | +60.6% | +61.8% |
| 1Y | +60.4% | +15.5% | +44.9% | +52.3% |
| 3Y | +130.7% | +95.2% | +35.5% | +89.9% |
| 5Y | +59.9% | +14.5% | +45.4% | +48.3% |
| All | +499.9% | +29.7% | +470.2% | +373.6% |
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