+378.3%
DDOG vs TMF
-87.6%
+465.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -16.9% | +0.6% | -17.5% | -16.9% |
| 30D | -38.8% | +16.3% | -55.1% | -39.0% |
| 3M | -23.2% | -2.7% | -20.5% | -23.2% |
| 6M | -10.3% | -13.2% | +2.9% | -10.0% |
| YTD | +32.1% | -16.7% | +48.8% | +32.6% |
| 1Y | -6.1% | -22.7% | +16.6% | -5.6% |
| 3Y | +79.2% | -26.1% | +105.3% | +78.9% |
| 5Y | -8.6% | -88.4% | +79.8% | -12.3% |
| All | +378.3% | -87.6% | +465.9% | +369.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling