+112.8%
DDOG vs TLN
+602.5%
-489.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -1.7% |
| 7D | -6.1% | +10.9% | -17.0% | -7.5% |
| 30D | -10.1% | -6.3% | -3.8% | -9.5% |
| 3M | -9.3% | -10.7% | +1.4% | -8.8% |
| 6M | +67.2% | +1.6% | +65.6% | +61.3% |
| YTD | +54.6% | -13.1% | +67.7% | +53.4% |
| 1Y | +54.1% | -15.1% | +69.1% | +52.7% |
| 3Y | +115.3% | +495.0% | -379.7% | +37.2% |
| All | +112.8% | +602.5% | -489.6% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling