+59.0%
DDOG vs TMO
+27.4%
+31.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +3.9% | -0.6% | +4.5% | +4.0% |
| 30D | -8.2% | +1.1% | -9.3% | -8.4% |
| 3M | -5.6% | +28.3% | -33.9% | -12.2% |
| 6M | +73.5% | +23.3% | +50.2% | +63.7% |
| YTD | +62.7% | +5.5% | +57.2% | +66.0% |
| 1Y | +59.0% | +24.5% | +34.4% | +52.9% |
| All | +59.0% | +27.4% | +31.6% | +52.9% |
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