+120.2%
DDOG vs TLN
+476.4%
-356.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -1.4% |
| 7D | -10.1% | +7.1% | -17.2% | -11.1% |
| 30D | -24.8% | -3.9% | -20.9% | -24.7% |
| 3M | -12.6% | -16.2% | +3.6% | -11.2% |
| 6M | +79.9% | -5.8% | +85.8% | +76.0% |
| YTD | +56.6% | -15.4% | +72.0% | +56.0% |
| 1Y | +61.6% | -16.7% | +78.3% | +60.5% |
| All | +120.2% | +476.4% | -356.1% | +36.9% |
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