+61.7%
DDOG vs TRGP
+627.0%
-565.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | -10.2% | +10.0% | -20.1% | -13.4% |
| 3M | -2.6% | +7.6% | -10.2% | -6.0% |
| 6M | +80.1% | +26.8% | +53.4% | +62.0% |
| YTD | +63.0% | +60.6% | +2.5% | +32.0% |
| 1Y | +59.4% | +82.5% | -23.1% | +21.6% |
| 3Y | +127.0% | +265.0% | -138.0% | +23.3% |
| 5Y | +61.7% | +645.9% | -584.2% | -24.1% |
| All | +61.7% | +627.0% | -565.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling