+61.6%
DDOG vs TOST
-20.0%
+81.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -10.1% | -3.4% | -6.7% | -8.9% |
| 30D | -24.8% | -2.4% | -22.4% | -24.2% |
| 3M | -12.6% | +34.6% | -47.2% | -23.0% |
| 6M | +79.9% | +15.2% | +64.7% | +66.1% |
| YTD | +56.6% | -4.4% | +61.0% | +42.7% |
| 1Y | +61.6% | -17.4% | +79.0% | +46.4% |
| All | +61.6% | -20.0% | +81.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling