+378.3%
DDOG vs TMUS
+119.8%
+258.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.6% |
| 7D | -16.9% | +5.3% | -22.2% | -18.0% |
| 30D | -38.8% | +13.5% | -52.3% | -41.1% |
| 3M | -23.2% | -4.2% | -19.0% | -23.3% |
| 6M | -10.3% | -11.9% | +1.6% | -8.9% |
| YTD | +32.1% | -15.6% | +47.7% | +34.5% |
| 1Y | -6.1% | -16.8% | +10.7% | -4.0% |
| 3Y | +79.2% | +20.8% | +58.4% | +42.4% |
| 5Y | -8.6% | +48.0% | -56.7% | -34.9% |
| All | +378.3% | +119.8% | +258.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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