+24.1%
DDOG vs TOST
-48.6%
+72.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | +5.6% | -4.7% | +10.3% | +7.8% |
| 30D | -34.9% | +8.5% | -43.4% | -38.0% |
| 3M | -23.4% | -1.6% | -21.8% | -24.3% |
| 6M | -7.7% | +44.1% | -51.9% | -23.3% |
| YTD | +35.6% | -5.6% | +41.2% | +35.2% |
| 1Y | -3.4% | -12.6% | +9.2% | -0.7% |
| 3Y | +78.0% | +137.6% | -59.6% | +1.6% |
| 5Y | -4.4% | -30.4% | +25.9% | -27.6% |
| All | +24.1% | -48.6% | +72.7% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling