+127.1%
DDOG vs TSLQ
-97.0%
+224.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.8% | +1.2% |
| 7D | -10.1% | -5.8% | -4.4% | -10.7% |
| 30D | -24.8% | -22.1% | -2.7% | -27.2% |
| 3M | -12.6% | +10.1% | -22.6% | -8.4% |
| 6M | +79.9% | -6.8% | +86.7% | +86.3% |
| YTD | +56.6% | +8.5% | +48.0% | +68.1% |
| 1Y | +61.6% | -49.7% | +111.3% | +56.3% |
| 3Y | +117.9% | -95.6% | +213.5% | +70.9% |
| All | +127.1% | -97.0% | +224.1% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling