-1.0%
DDOG vs TFC
+14.5%
-15.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.1% |
| 7D | +2.9% | +1.2% | +1.7% | +3.3% |
| 30D | -31.6% | +9.7% | -41.3% | -29.7% |
| 3M | -27.0% | -4.8% | -22.2% | -27.3% |
| 6M | -10.3% | +8.4% | -18.7% | -7.4% |
| YTD | +35.4% | +4.7% | +30.7% | +37.7% |
| 1Y | -1.0% | +15.0% | -15.9% | -4.9% |
| All | -1.0% | +14.5% | -15.5% | -4.9% |
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