+60.4%
DDOG vs TT
+8.2%
+52.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.0% |
| 7D | +7.7% | +1.4% | +6.3% | +8.1% |
| 30D | -13.6% | -6.7% | -7.0% | -15.3% |
| 3M | -0.9% | -5.4% | +4.5% | -2.5% |
| 6M | +75.2% | +4.4% | +70.8% | +71.0% |
| YTD | +65.7% | +14.9% | +50.7% | +59.3% |
| 1Y | +60.4% | +9.3% | +51.1% | +59.0% |
| All | +60.4% | +8.2% | +52.2% | +59.0% |
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