+125.1%
DDOG vs TLN
+538.9%
-413.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.5% | +1.3% |
| 7D | -23.9% | -1.3% | -22.6% | -23.6% |
| 30D | -34.0% | -10.5% | -23.5% | -32.8% |
| 3M | -21.9% | +0.1% | -22.0% | -22.0% |
| 6M | +24.6% | -17.4% | +42.0% | +27.0% |
| YTD | +31.7% | -9.7% | +41.3% | +30.1% |
| 1Y | -6.2% | -12.3% | +6.1% | -6.8% |
| 3Y | +125.1% | +528.3% | -403.2% | +46.6% |
| All | +125.1% | +538.9% | -413.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling