+63.1%
DDOG vs TSLL
-58.7%
+121.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.1% | +1.1% |
| 7D | -23.9% | -21.2% | -2.7% | -21.1% |
| 30D | -34.0% | -13.3% | -20.7% | -32.6% |
| 3M | -21.9% | +15.4% | -37.3% | -24.2% |
| 6M | +24.6% | -34.2% | +58.8% | +28.6% |
| YTD | +31.7% | -52.9% | +84.6% | +41.8% |
| 1Y | -6.2% | -54.3% | +48.2% | +0.8% |
| 3Y | +125.1% | -18.4% | +143.4% | +71.6% |
| All | +63.1% | -58.7% | +121.8% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling