+467.1%
DDOG vs TMUS
+136.5%
+330.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.3% |
| 30D | -24.8% | +5.3% | -30.1% | -26.4% |
| 3M | -12.6% | +3.1% | -15.7% | -14.6% |
| 6M | +79.9% | -16.5% | +96.4% | +88.9% |
| YTD | +56.6% | -9.2% | +65.7% | +58.0% |
| 1Y | +61.6% | -26.5% | +88.1% | +77.3% |
| 3Y | +117.9% | +39.0% | +78.9% | +65.2% |
| 5Y | +54.2% | +40.4% | +13.9% | +15.2% |
| All | +467.1% | +136.5% | +330.5% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling