+76.7%
DDOG vs TMF
-32.2%
+108.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +2.9% | -9.3% | +12.1% | +2.4% |
| 30D | -31.6% | +1.9% | -33.6% | -31.7% |
| 3M | -27.0% | -11.2% | -15.8% | -27.1% |
| 6M | -10.3% | -17.7% | +7.4% | -10.5% |
| YTD | +35.4% | -24.5% | +59.9% | +35.0% |
| 1Y | -1.0% | -29.4% | +28.5% | -1.4% |
| 3Y | +76.7% | -33.4% | +110.1% | +69.3% |
| All | +76.7% | -32.2% | +108.9% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling