+68.1%
DDOG vs TSLL
-49.5%
+117.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.5% |
| 7D | +5.6% | +33.0% | -27.3% | +0.7% |
| 30D | -34.9% | +7.7% | -42.6% | -35.8% |
| 3M | -23.4% | +34.7% | -58.2% | -27.6% |
| 6M | -7.7% | -31.5% | +23.8% | -5.7% |
| YTD | +35.6% | -42.4% | +78.0% | +41.3% |
| 1Y | -3.4% | -39.7% | +36.3% | -0.7% |
| 3Y | +78.0% | +3.4% | +74.6% | +29.8% |
| All | +68.1% | -49.5% | +117.5% | +45.9% |
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