+121.1%
DDOG vs TSLQ
-95.6%
+216.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | +7.7% | -8.0% | +15.7% | +6.7% |
| 30D | -13.6% | -23.8% | +10.2% | -16.0% |
| 3M | -0.9% | -7.0% | +6.1% | +0.3% |
| 6M | +75.2% | -17.1% | +92.3% | +77.4% |
| YTD | +65.7% | +0.1% | +65.6% | +72.9% |
| 1Y | +60.4% | -51.2% | +111.6% | +56.5% |
| All | +121.1% | -95.6% | +216.8% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling