+55.0%
DDOG vs TMF
-87.5%
+142.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -10.1% | -1.4% | -8.7% | -10.1% |
| 30D | -24.8% | -2.8% | -22.0% | -24.7% |
| 3M | -12.6% | -10.9% | -1.7% | -11.9% |
| 6M | +79.9% | -21.3% | +101.3% | +82.9% |
| YTD | +56.6% | -15.9% | +72.5% | +58.3% |
| 1Y | +61.6% | -15.7% | +77.3% | +63.3% |
| 3Y | +117.9% | -43.4% | +161.2% | +122.4% |
| All | +55.0% | -87.5% | +142.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling