+19.8%
DDOG vs TMF
-23.9%
+43.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.5% | -16.9% | -14.3% |
| 7D | -32.2% | +4.0% | -36.2% | -32.2% |
| 30D | -31.7% | +19.5% | -51.2% | -32.7% |
| 3M | -34.5% | -3.5% | -31.0% | -33.4% |
| 6M | +28.7% | -10.6% | +39.2% | +31.5% |
| YTD | +38.8% | -17.1% | +55.8% | +44.1% |
| 1Y | +19.8% | -24.3% | +44.1% | +36.5% |
| All | +19.8% | -23.9% | +43.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling