-3.6%
DDOG vs TNA
-46.7%
+43.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | +2.9% | +3.7% | -0.9% | +1.1% |
| 30D | -31.6% | +4.4% | -36.0% | -33.2% |
| 3M | -27.0% | -26.7% | -0.3% | -18.5% |
| 6M | -10.3% | -12.8% | +2.5% | -8.1% |
| YTD | +35.4% | +22.7% | +12.8% | +17.0% |
| 1Y | -1.0% | +35.7% | -36.6% | -18.6% |
| 3Y | +76.7% | +134.6% | -57.9% | -10.7% |
| All | -3.6% | -46.7% | +43.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling