+24.6%
DDOG vs TFC
-0.2%
+24.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +1.9% |
| 7D | -23.9% | +1.2% | -25.1% | -22.8% |
| 30D | -34.0% | +8.3% | -42.4% | -30.2% |
| 3M | -21.9% | -5.2% | -16.7% | -23.6% |
| 6M | +24.6% | -0.8% | +25.4% | +30.9% |
| All | +24.6% | -0.2% | +24.8% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling