+60.4%
DDOG vs TFC
+13.9%
+46.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +7.9% | +7.0% |
| 7D | +7.7% | -1.3% | +9.0% | +7.5% |
| 30D | -13.6% | -2.3% | -11.3% | -13.7% |
| 3M | -0.9% | +2.5% | -3.4% | -0.4% |
| 6M | +75.2% | +9.5% | +65.7% | +71.9% |
| YTD | +65.7% | +5.1% | +60.6% | +66.1% |
| 1Y | +60.4% | +15.5% | +44.9% | +50.2% |
| All | +60.4% | +13.9% | +46.4% | +50.2% |
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