+128.1%
DDOG vs TLN
+589.3%
-461.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.0% | +7.4% |
| 7D | +7.7% | +5.8% | +1.8% | +6.7% |
| 30D | -13.6% | -6.9% | -6.8% | -12.9% |
| 3M | -0.9% | -10.9% | +10.0% | -0.4% |
| 6M | +75.2% | -4.6% | +79.8% | +71.1% |
| YTD | +65.7% | -14.7% | +80.4% | +64.8% |
| 1Y | +60.4% | -17.9% | +78.3% | +59.9% |
| 3Y | +130.7% | +483.9% | -353.2% | +47.4% |
| All | +128.1% | +589.3% | -461.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling