+489.1%
DDOG vs TMO
+111.2%
+377.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | +3.9% | -0.6% | +4.5% | +4.3% |
| 30D | -8.2% | +1.1% | -9.3% | -9.0% |
| 3M | -5.6% | +28.3% | -33.9% | -19.3% |
| 6M | +73.5% | +23.3% | +50.2% | +50.2% |
| YTD | +62.7% | +5.5% | +57.2% | +55.0% |
| 1Y | +59.0% | +24.5% | +34.4% | +35.6% |
| 3Y | +117.1% | +19.6% | +97.6% | +81.5% |
| 5Y | +61.3% | +8.1% | +53.2% | +45.9% |
| All | +489.1% | +111.2% | +377.9% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling