+391.0%
DDOG vs TSN
-16.9%
+407.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.4% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -35.8% | +11.8% | -47.6% | -36.9% |
| 3M | -25.3% | +7.1% | -32.4% | -26.2% |
| 6M | -8.9% | -9.2% | +0.3% | -7.8% |
| YTD | +35.6% | +4.8% | +30.8% | +33.4% |
| 1Y | -6.8% | +11.6% | -18.5% | -9.5% |
| 3Y | +77.9% | +41.5% | +36.3% | +60.2% |
| 5Y | -3.1% | -15.5% | +12.4% | -0.6% |
| All | +391.0% | -16.9% | +407.9% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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