+61.6%
DDOG vs TT
+10.3%
+51.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.7% |
| 7D | -10.1% | -0.2% | -9.9% | -10.2% |
| 30D | -24.8% | -7.4% | -17.4% | -26.5% |
| 3M | -12.6% | -3.2% | -9.4% | -13.3% |
| 6M | +79.9% | +1.1% | +78.8% | +76.4% |
| YTD | +56.6% | +15.6% | +41.0% | +51.2% |
| 1Y | +61.6% | +9.2% | +52.4% | +62.3% |
| All | +61.6% | +10.3% | +51.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling