+17.4%
DDOG vs TOST
-46.1%
+63.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.2% |
| 7D | -34.3% | +11.6% | -45.9% | -38.0% |
| 30D | -37.2% | +16.2% | -53.5% | -42.0% |
| 3M | -38.3% | +1.0% | -39.4% | -39.5% |
| 6M | +19.8% | +23.2% | -3.4% | +6.1% |
| YTD | +28.4% | -1.0% | +29.4% | +25.4% |
| 1Y | +12.7% | -9.9% | +22.6% | +13.5% |
| 3Y | +112.8% | +101.0% | +11.8% | +32.0% |
| 5Y | -5.9% | -40.4% | +34.5% | -28.2% |
| All | +17.4% | -46.1% | +63.5% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling