+19.8%
DDOG vs TSLL
-48.4%
+68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.3% | -8.1% | -13.2% |
| 7D | -32.2% | -9.4% | -22.8% | -30.9% |
| 30D | -31.7% | +1.6% | -33.3% | -31.8% |
| 3M | -34.5% | +29.4% | -63.9% | -37.5% |
| 6M | +28.7% | -20.1% | +48.8% | +27.6% |
| YTD | +38.8% | -44.5% | +83.3% | +38.2% |
| 1Y | +19.8% | -46.0% | +65.8% | +20.2% |
| All | +19.8% | -48.4% | +68.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling