+19.8%
DDOG vs TMO
+26.9%
-7.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.1% | -15.5% | -14.7% |
| 7D | -32.2% | +0.3% | -32.5% | -32.2% |
| 30D | -31.7% | +4.3% | -36.1% | -32.3% |
| 3M | -34.5% | +25.1% | -59.6% | -37.4% |
| 6M | +28.7% | +52.9% | -24.3% | +15.8% |
| YTD | +38.8% | +22.2% | +16.6% | +42.9% |
| 1Y | +19.8% | +25.4% | -5.6% | +23.4% |
| All | +19.8% | +26.9% | -7.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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