+467.1%
DDOG vs TSEM
+998.0%
-530.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -2.7% |
| 7D | -10.1% | +6.9% | -17.0% | -11.7% |
| 30D | -24.8% | +5.3% | -30.1% | -26.4% |
| 3M | -12.6% | -14.9% | +2.3% | -12.2% |
| 6M | +79.9% | +80.0% | -0.1% | +37.9% |
| YTD | +56.6% | +89.4% | -32.8% | +15.7% |
| 1Y | +61.6% | +253.1% | -191.5% | -6.2% |
| 3Y | +117.9% | +642.1% | -524.2% | -9.5% |
| 5Y | +54.2% | +659.1% | -604.9% | -37.9% |
| All | +467.1% | +998.0% | -530.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling