+489.1%
DDOG vs TRMB
+47.5%
+441.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.1% |
| 7D | +3.9% | -3.0% | +6.9% | +5.7% |
| 30D | -8.2% | +2.3% | -10.5% | -9.7% |
| 3M | -5.6% | +15.3% | -20.9% | -14.2% |
| 6M | +73.5% | -14.7% | +88.2% | +89.0% |
| YTD | +62.7% | -26.4% | +89.1% | +94.8% |
| 1Y | +59.0% | -30.4% | +89.4% | +95.5% |
| 3Y | +117.1% | +13.5% | +103.6% | +88.6% |
| 5Y | +61.3% | -38.6% | +99.9% | +98.8% |
| All | +489.1% | +47.5% | +441.6% | +453.9% |
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