+20.8%
DDOG vs TOST
-46.7%
+67.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -16.9% | +4.0% | -20.9% | -18.7% |
| 30D | -38.8% | +11.1% | -49.8% | -42.3% |
| 3M | -23.2% | +0.8% | -24.1% | -24.7% |
| 6M | -10.3% | +38.8% | -49.1% | -24.1% |
| YTD | +32.1% | -2.1% | +34.2% | +29.6% |
| 1Y | -6.1% | -6.0% | 0.0% | -6.4% |
| 3Y | +79.2% | +149.8% | -70.6% | 0.0% |
| 5Y | -8.6% | -42.8% | +34.1% | -29.7% |
| All | +20.8% | -46.7% | +67.5% | -4.9% |
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