+20.4%
DDOG vs TOST
-46.9%
+67.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.2% |
| 7D | -23.9% | +9.4% | -33.3% | -27.5% |
| 30D | -34.0% | +13.5% | -47.5% | -38.4% |
| 3M | -21.9% | -0.1% | -21.8% | -23.1% |
| 6M | +24.6% | +22.5% | +2.1% | +10.6% |
| YTD | +31.7% | -2.4% | +34.0% | +29.3% |
| 1Y | -6.2% | -4.7% | -1.5% | -7.1% |
| 3Y | +125.1% | +103.2% | +21.8% | +38.6% |
| 5Y | -3.5% | -41.2% | +37.7% | -25.9% |
| All | +20.4% | -46.9% | +67.3% | -5.1% |
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