+59.1%
DDOG vs TSLL
-62.0%
+121.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -21.9% | +14.4% | -3.9% |
| 7D | -34.3% | -28.9% | -5.4% | -30.7% |
| 30D | -37.2% | -21.4% | -15.8% | -34.8% |
| 3M | -38.3% | +5.0% | -43.3% | -39.1% |
| 6M | +19.8% | -36.6% | +56.4% | +24.4% |
| YTD | +28.4% | -56.6% | +85.0% | +40.2% |
| 1Y | +12.7% | -60.9% | +73.5% | +23.7% |
| 3Y | +112.8% | -25.2% | +138.1% | +64.8% |
| All | +59.1% | -62.0% | +121.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling