+467.1%
DDOG vs TFC
+33.6%
+433.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -10.1% | +2.4% | -12.6% | -10.7% |
| 30D | -24.8% | -1.3% | -23.5% | -24.6% |
| 3M | -12.6% | +6.1% | -18.7% | -14.2% |
| 6M | +79.9% | +7.3% | +72.6% | +74.9% |
| YTD | +56.6% | +8.2% | +48.4% | +51.8% |
| 1Y | +61.6% | +14.4% | +47.1% | +54.0% |
| 3Y | +117.9% | +93.7% | +24.2% | +79.7% |
| 5Y | +54.2% | +16.4% | +37.8% | +42.2% |
| All | +467.1% | +33.6% | +433.5% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling