+125.1%
DDOG vs TOST
+96.7%
+28.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.0% |
| 7D | -23.9% | +9.4% | -33.3% | -26.5% |
| 30D | -34.0% | +13.5% | -47.5% | -37.2% |
| 3M | -21.9% | -0.1% | -21.8% | -22.6% |
| 6M | +24.6% | +22.5% | +2.1% | +14.2% |
| YTD | +31.7% | -2.4% | +34.0% | +28.6% |
| 1Y | -6.2% | -4.7% | -1.5% | -7.9% |
| 3Y | +125.1% | +103.2% | +21.8% | +75.3% |
| All | +125.1% | +96.7% | +28.4% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling