+135.9%
DDOG vs TSLQ
-97.2%
+233.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.4% |
| 7D | +3.9% | -6.6% | +10.5% | +2.8% |
| 30D | -8.2% | -24.3% | +16.1% | -11.6% |
| 3M | -5.6% | -3.6% | -2.0% | -3.6% |
| 6M | +73.5% | -12.0% | +85.5% | +77.9% |
| YTD | +62.7% | +1.4% | +61.3% | +72.7% |
| 1Y | +59.0% | -43.6% | +102.5% | +56.6% |
| 3Y | +117.1% | -95.4% | +212.5% | +77.7% |
| All | +135.9% | -97.2% | +233.1% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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