+391.0%
DDOG vs TRMB
+44.5%
+346.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +1.4% |
| 7D | -2.3% | +4.1% | -6.4% | -4.6% |
| 30D | -35.8% | -5.1% | -30.8% | -33.8% |
| 3M | -25.3% | -2.6% | -22.7% | -24.4% |
| 6M | -8.9% | -2.7% | -6.2% | -8.2% |
| YTD | +35.6% | -27.9% | +63.5% | +64.0% |
| 1Y | -6.8% | -29.0% | +22.2% | +13.4% |
| 3Y | +77.9% | +35.0% | +42.9% | +38.9% |
| 5Y | -3.1% | -33.9% | +30.8% | +16.4% |
| All | +391.0% | +44.5% | +346.6% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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