+375.1%
DDOG vs TPR
+532.5%
-157.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -19.1% | +12.1% | -31.2% | -21.4% |
| 30D | -39.2% | +16.7% | -55.8% | -41.6% |
| 3M | -31.6% | -17.4% | -14.2% | -29.3% |
| 6M | -10.9% | +2.3% | -13.2% | -13.2% |
| YTD | +31.2% | +7.1% | +24.0% | +22.9% |
| 1Y | -10.7% | +29.5% | -40.2% | -21.1% |
| 3Y | +72.1% | +415.0% | -342.9% | -4.8% |
| 5Y | -5.5% | +261.5% | -267.0% | -43.2% |
| All | +375.1% | +532.5% | -157.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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