+499.9%
DDOG vs TSN
-28.2%
+528.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.3% |
| 7D | +7.7% | -7.3% | +15.0% | +8.8% |
| 30D | -13.6% | -8.6% | -5.0% | -12.5% |
| 3M | -0.9% | -7.5% | +6.6% | 0.0% |
| 6M | +75.2% | -14.1% | +89.4% | +78.2% |
| YTD | +65.7% | -9.4% | +75.1% | +66.7% |
| 1Y | +60.4% | -4.1% | +64.5% | +59.4% |
| 3Y | +130.7% | +10.3% | +120.3% | +117.9% |
| 5Y | +59.9% | -19.7% | +79.6% | +64.3% |
| All | +499.9% | -28.2% | +528.1% | +524.8% |
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