+467.1%
DDOG vs TNA
+18.7%
+448.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -10.1% | -0.1% | -10.1% | -10.2% |
| 30D | -24.8% | -4.9% | -19.9% | -23.7% |
| 3M | -12.6% | +0.4% | -13.0% | -13.4% |
| 6M | +79.9% | +32.5% | +47.4% | +60.1% |
| YTD | +56.6% | +53.7% | +2.9% | +32.4% |
| 1Y | +61.6% | +65.1% | -3.5% | +31.6% |
| 3Y | +117.9% | +98.4% | +19.4% | +49.9% |
| 5Y | +54.2% | -22.5% | +76.7% | +29.4% |
| All | +467.1% | +18.7% | +448.3% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling