+490.5%
DDOG vs TSEM
+927.5%
-437.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.7% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -10.2% | -16.6% | +6.5% | -6.6% |
| 3M | -2.6% | -10.9% | +8.3% | -3.6% |
| 6M | +80.1% | +78.0% | +2.1% | +38.1% |
| YTD | +63.0% | +77.2% | -14.2% | +22.3% |
| 1Y | +59.4% | +207.6% | -148.2% | -3.5% |
| 3Y | +127.0% | +637.8% | -510.8% | -6.4% |
| 5Y | +61.7% | +617.0% | -555.3% | -34.2% |
| All | +490.5% | +927.5% | -437.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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