+76.9%
DDOG vs TSEM
+595.4%
-518.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +5.6% | +20.5% | -14.9% | +2.2% |
| 30D | -34.9% | -29.0% | -5.9% | -31.6% |
| 3M | -23.4% | -39.4% | +15.9% | -18.3% |
| 6M | -7.7% | -28.5% | +20.8% | -6.7% |
| YTD | +35.6% | +34.4% | +1.2% | +14.7% |
| 1Y | -3.4% | +48.3% | -51.7% | -21.0% |
| All | +76.9% | +595.4% | -518.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling