+50.6%
DDOG vs TFC
+15.2%
+35.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.4% |
| 7D | -6.1% | +2.2% | -8.3% | -7.0% |
| 30D | -10.1% | -2.5% | -7.6% | -9.3% |
| 3M | -9.3% | +4.5% | -13.8% | -11.3% |
| 6M | +67.2% | +11.0% | +56.2% | +57.5% |
| YTD | +54.6% | +5.9% | +48.7% | +48.5% |
| 1Y | +54.1% | +14.6% | +39.5% | +42.4% |
| 3Y | +115.3% | +96.7% | +18.5% | +53.5% |
| 5Y | +50.6% | +15.6% | +35.1% | +53.0% |
| All | +50.6% | +15.2% | +35.4% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling