+50.6%
DDOG vs TSN
-20.8%
+71.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.4% |
| 7D | -6.1% | -5.0% | -1.0% | -5.8% |
| 30D | -10.1% | -9.1% | -1.0% | -9.5% |
| 3M | -9.3% | -7.4% | -1.9% | -8.9% |
| 6M | +67.2% | -13.4% | +80.6% | +68.4% |
| YTD | +54.6% | -8.5% | +63.1% | +54.6% |
| 1Y | +54.1% | -3.2% | +57.3% | +52.9% |
| 3Y | +115.3% | +11.5% | +103.8% | +101.5% |
| 5Y | +50.6% | -19.5% | +70.1% | +81.7% |
| All | +50.6% | -20.8% | +71.4% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling