+76.7%
DDOG vs TNA
+138.6%
-61.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +2.9% | +3.7% | -0.9% | +1.8% |
| 30D | -31.6% | +4.4% | -36.0% | -32.5% |
| 3M | -27.0% | -26.7% | -0.3% | -21.8% |
| 6M | -10.3% | -12.8% | +2.5% | -8.7% |
| YTD | +35.4% | +22.7% | +12.8% | +23.8% |
| 1Y | -1.0% | +35.7% | -36.6% | -12.2% |
| 3Y | +76.7% | +134.6% | -57.9% | +26.5% |
| All | +76.7% | +138.6% | -61.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling