+63.6%
DDOG vs TSLL
-54.2%
+117.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | -1.4% |
| 7D | -16.9% | -14.3% | -2.6% | -15.0% |
| 30D | -38.8% | -6.2% | -32.6% | -38.3% |
| 3M | -23.2% | +21.2% | -44.4% | -26.1% |
| 6M | -10.3% | -36.6% | +26.3% | -7.2% |
| YTD | +32.1% | -47.8% | +79.8% | +39.8% |
| 1Y | -6.1% | -45.2% | +39.2% | -2.0% |
| 3Y | +79.2% | -3.3% | +82.5% | +31.6% |
| All | +63.6% | -54.2% | +117.9% | +44.4% |
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